mathematical-finance
Here are 32 public repositories matching this topic...
Find arbitrage-free initial price for options in the CRR binomial options pricing model
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Jul 20, 2017 - C
Course material for Mathematical and Computational Finance 1
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Dec 4, 2017 - TeX
Course material for Mathematical and Computational Finance 1
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Jan 2, 2018 - TeX
using the Inverse-Transform method to speed up options pricing simulations in R
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Sep 17, 2019 - R
Supplementary code for "Persistence as an optimal hedging strategy"
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Jul 14, 2020 - MATLAB
Predicting the stock price using LSTM model.
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Dec 6, 2020 - Python
Financial Engineering in R
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Mar 17, 2021 - R
All code, scripts, and figures for Topological Data Analysis related papers.
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Mar 19, 2021 - R
This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.
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Jun 22, 2021 - Jupyter Notebook
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.
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Aug 12, 2021 - Java
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
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Sep 10, 2021 - C++
A mathematical model for Fibonacci Retracement and location entry and exit formulation using ML
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Aug 2, 2022 - Python
Notes for Topics in Mathematics with Applications in Finance (MITOCW)
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Aug 15, 2022
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.
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Sep 15, 2022 - Python
A list of online resources for quantitative modeling, trading, portfolio management
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Apr 28, 2023
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
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May 22, 2023 - Python
A Program to calculate the price of American put or call option with Least Square Monte Carlo
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Jun 7, 2023 - Python
This project try to bring closer the stochastic calculus and Typescript.
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Jul 2, 2023 - TypeScript
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.
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Aug 25, 2023 - Jupyter Notebook
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