Topic: "derivative-pricing"
quantsbin/Quantsbin
Quantitative Finance tools
Language: Python - Size: 156 KB - Last synced at: 19 days ago - Pushed at: almost 2 years ago - Stars: 545 - Forks: 77
frontmark/jupyter-notebooks
Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
Language: Jupyter Notebook - Size: 1.45 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 34 - Forks: 7
polyphilz/pricing-weather-derivatives
Pricing weather futures using an ARIMA model and 8 years' worth of scraped weather data.
Language: Python - Size: 12.3 MB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 17 - Forks: 4
aafulei/stochastic-calculus-for-finance
My answers to exercises in Stochastic Calculus for Finance by Steven E. Shreve.
Size: 563 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 10 - Forks: 4
jaisal1024/options_realtime_modeling
real-time predictive options model - mathematical modeling
Language: Jupyter Notebook - Size: 3.5 MB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 8 - Forks: 5
danielnegrini/livro-derivativos-e-risco-de-mercado
Repositório com o código-fonte do Derivativos e Risco de Mercado
Language: Jupyter Notebook - Size: 110 KB - Last synced at: over 2 years ago - Pushed at: over 7 years ago - Stars: 5 - Forks: 4
iLampard/Fin_Math_Note
Note on financial mathematics
Language: TeX - Size: 1000 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 1 - Forks: 2
alichopping/LS-Convertible-Bond-Pricer
An implementation of the Longstaff-Schwartz algorithm, which we use to price a convertible bond.
Language: Python - Size: 3.3 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 0 - Forks: 1
ccjeremylo/FinEng-in-IRFX
Financial Engineering in IRFX in C++
Language: Jupyter Notebook - Size: 3.42 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
