yc-liu / readings
☆63Updated 6 years ago
Alternatives and similar repositories for readings:
Users that are interested in readings are comparing it to the libraries listed below
- Python for Finance module for Imperial MSc in Mathematics and Finance☆93Updated last month
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆178Updated last month
- Study resources for quantitative finance☆94Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆92Updated 3 weeks ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆115Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆147Updated this week
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆195Updated last year
- My Quant Research Papers (incl. Coding & Excel Examples)☆105Updated 2 months ago
- Quant Research☆67Updated last month
- Python Code for Quantitative Finance Papers☆39Updated 3 months ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆377Updated 8 months ago
- We implement the paper: Deep Learning Volatility☆181Updated 4 years ago
- ☆80Updated last month
- The CQF resources and my learning records☆127Updated 10 months ago
- ☆210Updated 10 months ago
- Here you will find materials for the course of Computational Finance☆390Updated 10 months ago
- Goldman Sachs - Quantitative Strategies Research Notes☆322Updated 4 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆102Updated last year
- The CQF program☆172Updated 6 years ago
- A collection of homeworks of market microstructure models.☆218Updated 6 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆65Updated 2 years ago
- The CQF program☆82Updated 8 years ago
- Trading intern test☆31Updated 5 years ago
- Implementation of the vanilla Deep Hedging engine☆244Updated last year
- https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138☆122Updated 3 years ago
- volatility arbitrage in Heston model☆39Updated 2 weeks ago
- Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)☆57Updated 3 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆136Updated 7 months ago
- Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.☆152Updated 4 years ago
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆44Updated 5 years ago