There are 8 repositories under financial-mathematics topic.
Collection of notebooks about quantitative finance, with interactive python code.
📦 Python library for Stochastic Processes Simulation and Visualisation
Portfolio optimization using Genetic algorithm.
đź“ť Introduction to Monte Carlo methods in Finance Workshop Materials
R scripts for use with OSU Math 3618
High dimensional shrinkage optimal portfolios in R
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
Deflated Sharpe Ratio
Study material I built and kept during year.
Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation
Vrednovanje azijskih opcija
Note on financial mathematics
This repository comprises a collection of reports covering various topics in advanced financial mathematics. Accompanying the reports are Visual Basic for Applications scripts used for data analysis on Excel.
A Python package to model financial returns as Levy processes.
This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.
.Net / C# Option Pricer
Online simulation section for Ergodic Aspects of Trading With-Threshold-Strategies (arXiv:2111.14708v2)
Investment Distribution Algorithm
Config files for my GitHub profile.
Mathematical finance study hall