financial-mathematics
There are 26 repositories under financial-mathematics topic.
cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
quantgirluk/aleatory
📦 Python library for Stochastic Processes Simulation and Visualisation
naresh-dscience/Portfolio-Optimization-using-Genetic-Algorithm
Portfolio optimization using Genetic algorithm.
genedan/TmVal
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
quantgirluk/ICMM
đź“ť Introduction to Monte Carlo methods in Finance Workshop Materials
patrick-t98/quantitative-finance-notebooks
A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
dreamchef/Black-Scholes-options-pricing
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.
tychonievichm/3618_scripts
R scripts for use with OSU Math 3618
Otryakhin-Dmitry/global-minimum-variance-portfolio
High dimensional shrinkage optimal portfolios in R
Nikhil-Kumar-Patel/The-deflated-sharpe-ratio
Deflated Sharpe Ratio
davebulaval/Study_material_act
Study material I built and kept during year.
TuWeile/SSB-Determinator
Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation
yfnaji/blackdash
An interactive dashboard for options analyses
zoppellarielena/Reports-for-Stochastic-Methods-for-Finance
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.
andreagrbic/master_rad_matf
Vrednovanje azijskih opcija
cd2238/Malliavin
Malliavin calculous application in a financial context
iLampard/Fin_Math_Note
Note on financial mathematics
datstat-consulting/PyLevyProcess
A Python package to model financial returns as Levy processes.
Jo-Eck/Semester_4_UCD
This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.
lipskiyp/DotNetOptionPricer
.Net / C# Option Pricer
mathlov89/Trading-With-Threshold-Strategies
Online simulation section for Ergodic Aspects of Trading With-Threshold-Strategies (arXiv:2111.14708v2)
patel-shivam/InvestmentStrategyModel
Investment Distribution Algorithm
Alder998/UniversalApproximationTheorem
Exploration of Universal Approximation Theorem with Neural Network and its application to Financial Markets
DouglasNeryBr/Model-Mat-Fin-I
Estudo sobre Finanças Matemáticas
Foggalong/cla-gallery
Datasets for testing implementations of Markowitz' Critical Line Algorithm