fuhu2020's Stars
QuantEcon/QuantEcon.jl
Julia implementation of QuantEcon routines
BSIC/VaR
Simple VaR calculation in Python, both for single value and VaR series in time. Supported formulas at the moment include: Parametric Normal, Parametric EWMA, Historical Simulation and Filtered Historical Simulation with EWMA.
wyfok/Solve_Sudoku_with_Crook_algorithm
Apply Sudoku rules and Crook's algorithm to solve Sudoku
yhilpisch/lvvd
Listed Volatility and Variance Derivatives (Wiley Finance)
yhilpisch/pydlon15
Open Source Tools for Financial Time Series Analysis and Visualization
yhilpisch/dawp
Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.
yhilpisch/dx
DX Analytics | Financial and Derivatives Analytics with Python
yhilpisch/py4fi
Python for Finance (O'Reilly)
wilsonfreitas/awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)