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GitHub / cantaro86 / Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/cantaro86%2FFinancial-Models-Numerical-Methods

Stars: 6,120
Forks: 1,114
Open issues: 7

License: agpl-3.0
Language: Jupyter Notebook
Size: 23.3 MB
Dependencies parsed at: Pending

Created at: over 5 years ago
Updated at: 4 days ago
Pushed at: 7 months ago
Last synced at: 4 days ago

Topics: american-options, brownian-motion, econometrics, financial-engineering, financial-mathematics, fourier-inversion, heston-model, jump-diffusion-mertons-model, jupyter-notebooks, kalman-filter, levy-processes, linear-regression, linear-systems-equations, monte-carlo-methods, option-pricing, partial-differential-equations, python, quantitative-finance, stochastic-differential-equations, stochastic-processes

Funding Links https://github.com/sponsors/cantaro86

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