Collection of notebooks about quantitative finance, with interactive python code.
📦 Python library for Stochastic Processes Simulation and Visualisation
Portfolio optimization using Genetic algorithm.
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
#时序数据库#A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
📝 Introduction to Monte Carlo methods in Finance Workshop Materials
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 estimation...
High dimensional shrinkage optimal portfolios in R
#计算机科学#Deflated Sharpe Ratio
Study material I built and kept during year.
An interactive dashboard for options analyses
Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation
Vrednovanje azijskih opcija
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 o...
This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.
Exploration of Universal Approximation Theorem with Neural Network and its application to Financial Markets