Artur Sepp's repositories
StochVolModels
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
QuantInvestStrats
Quantitative Investment Strategies (QIS) package implements analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
OptimalPortfolios
Implementation of optimisation analytics for constructing and backtesting optimal portfolios
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