#Quantitative-methods

Showing 7 of 7 repositories tagged #quantitative-methods, ranked by stars

TommasoBelluzzo

SystemicRisk

A framework for financial systemic risk valuation and analysis.

Open souce quantitative finance models and algorithms with tutorials

This repository offers beginners in Python and JavaScript a look at the utilities that go into creating each of our programs. Each of these programs is detailed with comments so you can learn more about quantitative finance through code.

A framework for historical volatility estimation and analysis.

A framework for estimating Basel IV capital requirements.

A framework for detecting misreported returns in hedge funds.

An Excel integration of OpenGamma Strata.

Score

★ 13 ⑂ 4 —

VBA