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Collection of notebooks about quantitative finance, with interactive python code.
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
Created
2019-09-10
75 commits to master branch, last one 3 months ago
High-frequency statistical arbitrage
Created
2022-12-23
25 commits to master branch, last one about a year ago
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
Created
2015-09-15
549 commits to master branch, last one 3 years ago
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Created
2017-04-19
689 commits to master branch, last one 29 days ago