FineFinance's repositories
HPCLaunchButton
code for Hyper-Performance Cluster Computing
OperationTools
RPA Tools for KRX CCP System
cpp_ficc_temp2
This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.
cpp_ficc_temp3
These are the course works for the Financial Computing 2019 Fall.
delta-hedging-vitis-cpp
Valuation of financial derivatives on FPGA with HLS. We introduce a new and reusable path pricer for computing the replication error of delta-hedging strategy with monte carlo methods using the Vitis Quantitative Finance Library.
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
FinancialMixing
Hybrid Model
FLENS-cpp
Flexible Library for Efficient Numerical Solutions
lss
Library containing linear system solvers including some ODE and PDE solvers. Written in C++17 for win64.
lss2_cpp
Library containing linear system solvers including some ODE and PDE solvers. Written in C++17 for win64. Migrated from LSS. Rewritten to use valarrays rather then vectors.
Machine-learning-and-applications-in-Finance
This repository contains the practices and assignments of the machine learning course taught by Dr. Dominic O'Kane at EDHEC BS
OpenXLSX
A C++ library for reading, writing, creating and modifying Microsoft Excel® (.xlsx) files.
order-book-simulator-cpp
C++ order book simulator
public-py
Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
QuantLibPythonExamples
Reimplementing of QuantLib examples by Python
RiVaPy
Risk & Valuation in Python
rOptionsTools
Implementation of Model Free Implied Metrics from Bakshi, Gurdip S. and Bakshi, Gurdip S. and Kapadia, Nikunj and Madan, Dilip B., Stock Return Characteristics, Skew Laws, and the Differential Pricing of Individual Equity Options (July 2, 2001). Available at SSRN: https://ssrn.com/abstract=282451 or http://dx.doi.org/10.2139/ssrn.282451
Tlon
The Tlön programming language.
yield-curve
A Python/Jupyter notebook project to understand the Yield Curve and its potential for forecasting a recession
zwi_work_cpp_practice
Work on C code