3 results found Sort:
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 2 months ago
📦 Python library for Stochastic Processes Simulation and Visualisation
Created
2022-09-07
331 commits to main branch, last one 7 days ago
Portfolio optimization using Genetic algorithm.
Created
2020-12-31
7 commits to main branch, last one 3 years ago