cantaro86 / Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

Date Created 2019-09-10 (5 years ago)

Commits 75 (last one 5 months ago)

Stargazers 5,805 (8 this week)

Watchers 146 (0 this week)

Forks 1,044

License agpl-3.0

Ranking

RepositoryStats indexes 635,689 repositories, of these cantaro86/Financial-Models-Numerical-Methods is ranked #8,303 (99th percentile) for total stargazers, and #10,949 for total watchers. Github reports the primary language for this repository as Jupyter Notebook, for repositories using this language it is ranked #220/19,196.

cantaro86/Financial-Models-Numerical-Methods is also tagged with popular topics, for these it's ranked: python (#651/23516), quantitative-finance (#12/213), kalman-filter (#1/101)

Other Information

cantaro86/Financial-Models-Numerical-Methods has 4 open pull requests on Github, 0 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 2 open issues and 13 closed issues.

All Topics

python econometrics heston-model kalman-filter levy-processes option-pricing brownian-motion american-options fourier-inversion jupyter-notebooks linear-regression monte-carlo-methods quantitative-finance stochastic-processes financial-engineering financial-mathematics linear-systems-equations jump-diffusion-mertons-model partial-differential-equations stochastic-differential-equations

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Watcher History

Github watchers over time, collection started in '23

Recent Commit History

21 commits on the default branch (master) since jan '22

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Issue History

Languages

The primary language is Jupyter Notebook but there's also others...

updated: 2025-04-06 @ 03:58am, id: 207623149 / R_kgDODGAT7Q