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Name: mdilasci
Type: User
Name: mdilasci
Type: User
Pricing Asian options using finite difference schemes in Python
Convertible bond pricing for Rutgers Master's in Financial Engineering
This repo contains work related to a semester project undertaken at ETHZ in the Spring term of 2020 as part of the course Machine Learning in Finance. It considers a Neural Network approach to the portfolio optimisation problem with multiple assets.
Collection of notebooks about quantitative finance, with interactive python code.
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
A library of code that implements discrete local volatility surfaces.
Monte Carlo simulation for financial instruments.
ADI Finite Difference schemes for option pricing using the Heston model
Explicit method, Crank Nicholson, ADI for parabolic PDEs
Finite Difference and Monte Carlo Approaches to Pricing Options (European, American, Down-and-Out Barrier and Arithmetically-Averaged Asian)
Pricing Convertible Bonds using Cox-Ross-Rubistein model for the course of Derivatives of the master in Financial Engineering at EPFL
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Python Financial ENGineering (PyFENG package in PyPI.org)
Python Code for Quantitative Finance Papers
SABR model Python implementation
Our project aims to analyze and obtain an options investment strategy, having the Oil Futures (WTI Crude Oil) as underlying. The analysis is based on a Monte Carlo simulation that takes the historical data of the underlying from Yahoo Finance; it calculates its historical volatility and indicates its latest price (May 9, 2020). On the basis of the
Quantitative Finance book
Random weighted NN based PDE solver
Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.