Pinned Repositories
CrocodileFut
dpf
FreePricer
mladv
ML routines in R
Quantlib-Implement
Quantlib Implement
QuantLibXcode
QuantLib Implementation in Xcode
quantport
R - Portfolio Optimization using Quadratic Programming and Sequential Quadratic Programming
RAmibroker
Data Import and Export from Amibroker into R environment
Tkinter-MVC
Template for quick tkinter solutions
Volatility-Surface
Implementation Example from Volatility Surface by Emanuel Derman
thanhuwe8's Repositories
thanhuwe8/FreePricer
thanhuwe8/CrocodileFut
thanhuwe8/dpf
thanhuwe8/Tkinter-MVC
Template for quick tkinter solutions
thanhuwe8/Volatility-Surface
Implementation Example from Volatility Surface by Emanuel Derman
thanhuwe8/CompFin
This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK’ at University of Copenhagen.
thanhuwe8/CrossSection
Code to accompany our paper Chen and Zimmermann (2020), "Open source cross-sectional asset pricing"
thanhuwe8/datasets
Datasets for ML, Analysis, etc
thanhuwe8/EPIJudge
EPI Judge - Preview Release
thanhuwe8/Everything-Scripts
thanhuwe8/Fifa22-Autobidder
Selenium-based bot that autobids and autobuys players on FIFA 22 Ultimate Team's transfer market
thanhuwe8/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
thanhuwe8/FinancialEngineering_IR_xVA
thanhuwe8/InterestRateModelling_examples
Example for Interest Rate Modelling Lecture
thanhuwe8/investpy
Financial Data Extraction from Investing.com with Python
thanhuwe8/MathematicalFinance_examples
Examples for Mathematical Finance Lecture
thanhuwe8/notebooks
atoti notebooks gallery
thanhuwe8/optlib
A library for financial options pricing written in Python.
thanhuwe8/Papers
My Quant Research Papers (incl. Coding & Excel Examples)
thanhuwe8/PianoSheets
Piano sheets from Kyle Landry, vkgoeswild, Beethoven, Yiruma, Zohar002, etc.
thanhuwe8/public
Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
thanhuwe8/PyStochasticVolatility
This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.
thanhuwe8/python-coding-interview
A middle-to-high level open source algorithm book designed with coding interview at heart!
thanhuwe8/QuantFinanceBook
Quantitative Finance book
thanhuwe8/QuantLibPythonExamples
Reimplementing QuantLib examples by Python
thanhuwe8/skfolio
Python library for portfolio optimization built on top of scikit-learn
thanhuwe8/StochVolModels
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
thanhuwe8/SwapsBook
Low Latency Interest Rate Markets – Theory, Pricing and Practice
thanhuwe8/Understanding-Quantitative-Finance
📒 A collection of notes exploring Quantitative Finance concepts with Python
thanhuwe8/xlCppTutorial
Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine