This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.
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Updated
Jun 7, 2023 - Jupyter Notebook
This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.
Mathematical finance study hall
A Python package to model financial returns as Levy processes.
Config files for my GitHub profile.
Investment Distribution Algorithm
Online simulation section for Ergodic Aspects of Trading With-Threshold-Strategies (arXiv:2111.14708v2)
.Net / C# Option Pricer
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.
Malliavin calculous application in a financial context
Vrednovanje azijskih opcija
Note on financial mathematics
Study material I built and kept during year.
Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation
Deflated Sharpe Ratio
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.
High dimensional shrinkage optimal portfolios in R
R scripts for use with OSU Math 3618
📝 Introduction to Monte Carlo methods in Finance Workshop Materials
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
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