#Mathematical-finance
Showing 14 of 14 repositories tagged #mathematical-finance, ranked by stars
A list of online resources for quantitative modeling, trading, portfolio management
A Python library for mathematical finance
Entropy Pooling views and stress testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)
Python Financial ENGineering (PyFENG package in PyPI.org)
Entropy Pooling in Python with a BSD 3-Clause license.
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.
using the Inverse-Transform method to speed up options pricing simulations in R
A community-curated vault of openly available resources that replicates the rigorous syllabus of top MFE / Quant Finance programs
AAD enabled and scripting included derivatives modeling.
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
Formally verified mathematical finance in Lean 4. Black–Scholes/Greeks/PDE, Itô calculus, FTAP/Girsanov, CRR→BS convergence, Merton jump-diffusion.
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.
Financial Engineering in R