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.

📝 Introduction to Monte Carlo methods in Finance Workshop Materials

R scripts for use with OSU Math 3618

High dimensional shrinkage optimal portfolios in R

Deflated Sharpe Ratio

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.

Study material I built and kept during year.

Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation

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.

Malliavin calculous application in a financial context

Vrednovanje azijskih opcija

Note on financial mathematics

This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.

Mathematical finance study hall

A Python package to model financial returns as Levy processes.

Config files for my GitHub profile.