Collection of notebooks about quantitative finance, with interactive python code.
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Updated
Feb 26, 2024 - Jupyter Notebook
Collection of notebooks about quantitative finance, with interactive python code.
R scripts for use with OSU Math 3618
Portfolio optimization using Genetic algorithm.
📦 Python library for Stochastic Processes Simulation and Visualisation
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
High dimensional shrinkage optimal portfolios in R
Note on financial mathematics
📝 Introduction to Monte Carlo methods in Finance Workshop Materials
Malliavin calculous application in a financial context
Deflated Sharpe Ratio
This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.
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.
Mathematical finance study hall
Vrednovanje azijskih opcija
Study material I built and kept during year.
A Python package to model financial returns as Levy processes.
Config files for my GitHub profile.
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.
Investment Distribution Algorithm
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