#Montecarlo-simulation
Showing 5 of 5 repositories tagged #montecarlo-simulation, ranked by stars
Montecarlo simulations/analysis for finance (equity simulator)
I wrote a Master's in Finance thesis on Monte Carlo simulation of the Multifractal Model of Asset Returns. This is a model developed in the late 1990's by Benoît Mandelbrot and his two students, Laurent Calvet and Adlai Fisher. I had never programmed before and this was my first big coding project — so sorry if the code sucks! I did what I could :)
This notebook provides some skills to perform financial analysis on economical data.
Run MetaTrader 4 backtests through a Montecarlo Simulation
Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters