quantgirluk/aleatory

📦 Python library for Stochastic Processes Simulation and Visualisation

Language: Python - Size: 83 MB - Last synced: 12 days ago - Pushed: 13 days ago - Stars: 123 - Forks: 12

cantaro86/Financial-Models-Numerical-Methods

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

Language: Jupyter Notebook - Size: 23.1 MB - Last synced: about 1 month ago - Pushed: 3 months ago - Stars: 5,267 - Forks: 958

iLampard/Fin_Math_Note

Note on financial mathematics

Language: TeX - Size: 1000 KB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 1 - Forks: 2

lipskiyp/DotNetOptionPricer

.Net / C# Option Pricer

Language: C# - Size: 42 KB - Last synced: 2 months ago - Pushed: 2 months ago - Stars: 0 - Forks: 0

naresh-dscience/Portfolio-Optimization-using-Genetic-Algorithm

Portfolio optimization using Genetic algorithm.

Language: Jupyter Notebook - Size: 95.7 KB - Last synced: 10 days ago - Pushed: over 3 years ago - Stars: 49 - Forks: 19

Otryakhin-Dmitry/global-minimum-variance-portfolio

High dimensional shrinkage optimal portfolios in R

Language: R - Size: 7.98 MB - Last synced: 2 days ago - Pushed: 2 months ago - Stars: 5 - Forks: 3

dreamchef/Black-Scholes-options-pricing

Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.

Language: Python - Size: 5.24 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 2 - Forks: 0

kinest22/fin-math-notes

Mathematical finance study hall

Size: 16.3 MB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0

zoppellarielena/Reports-for-Stochastic-Methods-for-Finance

This repository comprises a collection of reports covering various topics in advanced financial mathematics. Accompanying the reports are Visual Basic for Applications scripts used for data analysis on Excel.

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datstat-consulting/PyLevyProcess

A Python package to model financial returns as Levy processes.

Language: Python - Size: 37.1 KB - Last synced: 7 months ago - Pushed: 7 months ago - Stars: 0 - Forks: 0

genedan/TmVal

Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.

Language: Python - Size: 431 KB - Last synced: 13 days ago - Pushed: almost 3 years ago - Stars: 24 - Forks: 4

liomaix/liomaix22.github.io Fork of academicpages/academicpages.github.io

Github Pages template for academic personal websites, forked from mmistakes/minimal-mistakes

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quantgirluk/ICMM

📝 Intro to Monte Carlo methods in Finance Workshop

Language: Jupyter Notebook - Size: 6.75 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 7 - Forks: 2

andreagrbic/master_rad_matf

Vrednovanje azijskih opcija

Language: R - Size: 739 KB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 1 - Forks: 0

Jo-Eck/Semester_4_UCD

This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.

Language: Jupyter Notebook - Size: 52.5 MB - Last synced: about 1 year ago - Pushed: about 1 year ago - Stars: 0 - Forks: 0

TuWeile/SSB-Determinator

Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation

Language: Python - Size: 6.3 MB - Last synced: 29 days ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0

davebulaval/Study_material_act

Study material I built and kept during year.

Language: TeX - Size: 13.7 MB - Last synced: about 1 year ago - Pushed: almost 7 years ago - Stars: 1 - Forks: 0

Sorelz/Pricing_Model_playground

Language: Jupyter Notebook - Size: 37.1 KB - Last synced: over 1 year ago - Pushed: about 6 years ago - Stars: 2 - Forks: 1