mathematical-finance
There are 33 repositories under mathematical-finance topic.
EliteQuant/EliteQuant
A list of online resources for quantitative modeling, trading, portfolio management
romanmichaelpaolucci/Q-Fin
A Python library for mathematical finance
fortitudo-tech/fortitudo.tech
Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
asavine/CompFinance
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
PyFE/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
chicago-joe/Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
fortitudo-tech/entropy-pooling
Entropy Pooling in Python with a BSD 3-Clause license.
conquerv0/Pynaissance
A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will include a full-fledged integration and utilization of Quantopian, GS-Quant, WRDS API and their relevant datasets and analytics.
wegamekinglc/Derivatives-Algorithms-Lib
AAD enabled and scripting included derivatives modeling.
shivanshsinghal107/StockBot
A python telegram bot to fetch real-time global financial market indices, latest news articles in the world of finance & business, and articles of math models & finance for algorithmic trading
white07S/Pricing-Models
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
PyFE/FE-R
Financial Engineering in R
AlbertLin0327/Least-Square-Monte-Carlo
A Program to calculate the price of American put or call option with Least Square Monte Carlo
finmath/finmath-smart-derivative-contract
Tools and analytics for smart derivative contracts.
white07S/Forex-Fibonacci
A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML
dancixx/stochastic-js
This project try to bring closer the stochastic calculus and Typescript.
danielmenno/gpr-variance-swaps
This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.
artemmavrin/binomial-options-pricing
Find arbitrage-free initial price for options in the CRR binomial options pricing model
dfleis/macf402
Course material for Mathematical and Computational Finance 1
akaguilar/Topological-Data-Analysis
All code, scripts, and figures for Topological Data Analysis related papers.
ap-browning/persisters
Supplementary code for "Persistence as an optimal hedging strategy"
dfleis/macf401
Course material for Mathematical and Computational Finance 1
janka-moeller/Sig-SPT
Code for article "Signature Methods in Stochastic Portfolio Theory"
SupaMafia/Simple-Portfolio-Calculator
Portfolio Optimization is an important part of investment no matter what you are investing. It is a feature that many trading apps and platform offer, but at what cost. This is a program that takes two sets of indices and calculates optimum portfolio for either maximizing return or minimizing risk.
anasarkawi1/mercury
A currently in development Python module made for algorithmic trading and sits at heart of Lycon.io and powers the platform.
tiaraalamanda/computational-quantitative-finance
The repository aims to provide useful resources for financial practitioners, data scientists, and software developers interested in combining mathematics and information technology to analyze and optimize financial decisions.
kinest22/fin-math-notes
Mathematical finance study hall
liomaix/liomaix.github.io
Lionel Sopgoui Website
Pratikbhanuse/relative-rotation-graph
This program enables you to identify the relative strength of US sector ETF to the SP 500 index.
ydkristanto/apl-simulasi-tabungan
Aplikasi Shiny untuk mensimulasikan permasalahan tentang tabungan.
yilvas09/yilvas09-notes-mathfin-MITOCW
Notes for Topics in Mathematics with Applications in Finance (MITOCW)
yulu0131/FinMathematics
Mathematical Finance Books.
Chandrachud23/Stock-prediction-using-LSTM
Predicting the stock price using LSTM model.