Computational Finance using GPU/Multi-core Systems
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Aug 1, 2015 - C++
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computational-finance
Here are 81 public repositories matching this topic...
Predictive analysis of the OLMAR algorithm
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Dec 30, 2016 - Jupyter Notebook
Collections of Notebooks for Pandas Library for Finance
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Feb 26, 2017 - Jupyter Notebook
MS-CFRM pre-program course reviews the mathematical methods fundamental for the study of quantitative and computational finance. For more on the MS program look here:
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Mar 23, 2017
functions and scripts for the course Computational Finance a.c. 2016/2017
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Aug 27, 2017 - MATLAB
Course material for Mathematical and Computational Finance 1
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Dec 4, 2017 - TeX
Course material for Mathematical and Computational Finance 1
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Jan 2, 2018 - TeX
Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling)
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Jan 16, 2018 - Python
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Jun 28, 2018 - HTML
Collection of projects oriented around the computational finance domain.
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Dec 30, 2018 - C++
Program "Lookback Option Pricer" developed under Project 18-01-00910 "Numerical methods for contemporary problems of mathematical finance" supported by RFBR
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Dec 31, 2018 - C++
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Dec 15, 2019 - R
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Dec 15, 2019
monte-carlo monte-carlo-simulation optimal-control bootstrapping-statistics monte-carlo-integration yield-curve optimal-execution almgren-chriss computational-finance financial-engineering monte-carlo-sampling modern-portfolio-theory financial-economics markowitz-portfolio stochastic-optima
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Dec 19, 2019 - MATLAB
Portfolio optimization package in Python.
python time-series stock-market data-analysis portfolio-optimization quantitative-finance computational-finance financial-engineering
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Feb 20, 2020 - Python
Monte Carlo Pricing Library in Python
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Jun 2, 2020 - Python
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
finance cran r monte-carlo stock-market derivatives option option-pricing sde financial-analysis stochastic-differential-equations jump-diffusion stochastic-processes black-scholes computational-finance financial-engineering brownian-motion
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Jun 7, 2020 - R
Fork of ZuInnoTe/hadoopcryptoledger with additional functionality to compute block hashes and addresses as they appear in blockexplorer
java spark hadoop bitcoin analytics ethereum blockchain cryptocurrency computational-finance distributed-ledger-technology
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Apr 28, 2021 - Java
Quantum Finance + Quantitative Finance
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May 16, 2021 - Jupyter Notebook
This repository contains some of the implementations related to my master thesis under supervision of Prof Josef Teichmann at ETH Zurich.
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Jun 22, 2021 - Jupyter Notebook
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