Jincheng GONG's repositories
aofts3rd_python
Reproducing Ruey S. Tsay - Analysis of Financial Time Series, Third Edition (2010) in Python.
convertible_bond_pricing
convertible bond pricing project based on Monte Carlo simulation
TVP-VAR-SV
I revised the TVP-VAR-SV model developed by Nakajima(2011), which adapted with Matlab R2022a now.
heston_stochastic_local_volatility_model
A C++ project for Heston Stochastic-Local Volatility model.
Bookshelf-VitalSource-Downloader
Bookshelf
Copula-Toolbox
Copula toolbox based on Patton's handbook toolbox was revised by Jincheng Gong. Now, it is suitable for Matlab R2022a. But I don't know whether the old version can be used to process this toolbox. I recommond the users to install the latest version of Matlab.
quant_econ_with_python
My Quantative Ecomonic with Python Notes, Codes and Exercises.
wing_model
ORC wing model calibrator and simulator.
Language:Jupyter NotebookMIT000