Pinned Repositories
aofts3rd_python
Reproducing Ruey S. Tsay - Analysis of Financial Time Series, Third Edition (2010) in Python.
Bookshelf-VitalSource-Downloader
Bookshelf
convertible_bond_pricing
convertible bond pricing project based on Monte Carlo simulation
Copula-Toolbox
Copula toolbox based on Patton's handbook toolbox was revised by Jincheng Gong. Now, it is suitable for Matlab R2022a. But I don't know whether the old version can be used to process this toolbox. I recommond the users to install the latest version of Matlab.
Data-and-Empirical-Result-for-Paper
heston_stochastic_local_volatility_model
A C++ project for Heston Stochastic-Local Volatility model.
Jincheng-Gong
quant_econ_with_python
My Quantative Ecomonic with Python Notes, Codes and Exercises.
TVP-VAR-SV
I revised the TVP-VAR-SV model developed by Nakajima(2011), which adapted with Matlab R2022a now.
wing_model
ORC wing model calibrator and simulator.
Jincheng-Gong's Repositories
Jincheng-Gong/TVP-VAR-SV
I revised the TVP-VAR-SV model developed by Nakajima(2011), which adapted with Matlab R2022a now.
Jincheng-Gong/convertible_bond_pricing
convertible bond pricing project based on Monte Carlo simulation
Jincheng-Gong/aofts3rd_python
Reproducing Ruey S. Tsay - Analysis of Financial Time Series, Third Edition (2010) in Python.
Jincheng-Gong/Data-and-Empirical-Result-for-Paper
Jincheng-Gong/heston_stochastic_local_volatility_model
A C++ project for Heston Stochastic-Local Volatility model.
Jincheng-Gong/Bookshelf-VitalSource-Downloader
Bookshelf
Jincheng-Gong/Copula-Toolbox
Copula toolbox based on Patton's handbook toolbox was revised by Jincheng Gong. Now, it is suitable for Matlab R2022a. But I don't know whether the old version can be used to process this toolbox. I recommond the users to install the latest version of Matlab.
Jincheng-Gong/quant_econ_with_python
My Quantative Ecomonic with Python Notes, Codes and Exercises.
Jincheng-Gong/Jincheng-Gong
Jincheng-Gong/wing_model
ORC wing model calibrator and simulator.