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1. Black-Scholes-Option-Pricing-with-Monte-Carlo- Black-Scholes-Option-Pricing-with-Monte-Carlo- Public

   The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes pricing model with the use of Python. In particular, we will rely…

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2. Capital-Asset-Pricing-Model-CAPM-with-Python Capital-Asset-Pricing-Model-CAPM-with-Python Public

   This notebook is devoted to exploring some aspects of the Capital Asset Pricing Model (CAPM) using Python

   Jupyter Notebook 20 6

3. Moving-Average-Trading-Strategy-with-Python Moving-Average-Trading-Strategy-with-Python Public

   The purpose of this script is to implement a very simple trading strategy with Python. This strategy is based on the difference between slow and fast moving averages on the adjusted closed prices o…

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4. Monte-Carlo-Portfolio-Allocation Monte-Carlo-Portfolio-Allocation Public

   Monte Carlo method is used to construct an optimum portfolio

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5. Machine-Learning-in-Financial-Markets Machine-Learning-in-Financial-Markets Public

   We explore aspects of machine learning in finance. We will use different machine learning models (Logistic Regression, Random Forest Classifier, K Nearest Neighbors, Support Vector Classifier) to s…

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6. VaR-Monte-Carlo-Evaluation VaR-Monte-Carlo-Evaluation Public

   In this notebook we evaluate the Value at Risk (VaR) of a certain stocks with the use of Monte Carlo methods on Python.

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