ymlai87416 / ComputationalFinance_notebookLinks
Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot
☆11Updated 7 years ago
Alternatives and similar repositories for ComputationalFinance_notebook
Users that are interested in ComputationalFinance_notebook are comparing it to the libraries listed below
Sorting:
- Advanced Financial Econometrics - Trinity Term 2020☆31Updated 4 years ago
- Computational Finance And Financial Econometrics - This course is an introduction to computational finance and financial econometrics - d…☆13Updated 4 years ago
- Behavioral Economics and Finance Python Notebooks☆21Updated 6 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆17Updated last year
- ☆41Updated 6 years ago
- ECON457 2018 Applied Computational Economics and Finance☆27Updated 8 years ago
- Applied Macroeconomics, a course taught at the University of Warsaw☆20Updated 4 years ago
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆11Updated 5 years ago
- ☆28Updated 4 years ago
- ☆24Updated 8 years ago
- This course, taught by Prof.Jerzy in NYU, applies the R programming language to momentum trading, statistical arbitrage (pairs trading), …☆52Updated 7 years ago
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆24Updated 4 years ago
- Macro with Python☆54Updated 4 years ago
- Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…☆44Updated 4 years ago
- Covariance Matrix Estimation via Factor Models☆37Updated 6 years ago
- Estimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Bin…☆10Updated 7 years ago
- ☆21Updated 4 years ago
- Option Pricing with Machine Learning Methods☆15Updated last year
- NYU Tandon lecture slides☆32Updated 6 months ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆15Updated 4 years ago
- PhD 403: Empirical Asset Pricing☆28Updated 7 years ago
- A repository to explore the concepts of applied econometrics in the context of financial time-series.☆41Updated 5 years ago
- These are notes for macroeconomic analysis, summarised in past years for macro trading/analysis.☆30Updated 3 years ago
- A repository for retirement and wealth management simulations.☆19Updated 4 months ago
- Elements of Financial Risk Management in Python☆12Updated 4 years ago
- Modeling conditional betas with DCC-GARCH and COMFORT-DCC models with application in asset allocation.☆16Updated 6 years ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆20Updated last year
- Experimental tools (R) for Big Data econometrics nowcasting and early estimates☆31Updated 5 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17Updated 3 years ago
- Code to compute Spillover Asymmetry Measure (SAM) introduced in Baruník, J., Kočenda, E. and Vácha, L., 2016. Asymmetric connectedness on…☆14Updated 6 years ago