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Search results for quantitative finance monte carlo simulation

monte-carlo-simulation x

quantitative-finance x

7 search results found

Finmath Lib ⭐ 453

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

Compfinance ⭐ 86

Companion code for "Modern Computational Finance: AAD and Parallel Simulations" (Antoine Savine, Wiley, 2018)

Quantsbin ⭐ 76

Quantitative Finance tools

Automatic sequential investment decisions. Forecasts made using advanced stochastic processes with Monte Carlo simulation. Dependency is handled with vine copulas.

Implement Option Pricing Model Using Python ⭐ 10

Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.

Robo Advisor ⭐ 7

robo-advisor is a quantitative analysis script written in Python that generates the least volatile portfolio given a list of stocks, with the goal of a 0% return.

Quant Projects ⭐ 6

Implementations of Leading Algorithms in Quantitative Finance

1-7 of 7 search results

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