QuantPrincess

Putnam-Simulations

Pairs-Trading-Applications

Commodity applications of the algorithm presented in the "Pairs-Trading" repository

Machine-Learning

misc

miscellaneous derivative pricing models (equity, rates, and credit)

Pairs-Trading

An exploration into pairs trading and machine learning

Joshi-Projects

Projects from Mark Joshi's "The Concepts and Practice of Mathematical Finance"

Optimization

Portfolio optimization and other miscellaneous examples (linear, quadratic, integer, and dynamic programming)