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https://github.com/cantaro86/financial-models-numerical-methods
Collection of notebooks about quantitative finance, with interactive python code.
https://github.com/cantaro86/financial-models-numerical-methods
american-options brownian-motion econometrics financial-engineering financial-mathematics fourier-inversion heston-model jump-diffusion-mertons-model jupyter-notebooks kalman-filter levy-processes linear-regression linear-systems-equations monte-carlo-methods option-pricing partial-differential-equations python quantitative-finance stochastic-differential-equations stochastic-processes
Last synced: about 11 hours ago
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Collection of notebooks about quantitative finance, with interactive python code.
- Host: GitHub
- URL: https://github.com/cantaro86/financial-models-numerical-methods
- Owner: cantaro86
- License: agpl-3.0
- Created: 2019-09-10T17:35:01.000Z (about 5 years ago)
- Default Branch: master
- Last Pushed: 2024-07-27T16:32:17.000Z (about 2 months ago)
- Last Synced: 2024-09-21T16:04:47.005Z (4 days ago)
- Topics: american-options, brownian-motion, econometrics, financial-engineering, financial-mathematics, fourier-inversion, heston-model, jump-diffusion-mertons-model, jupyter-notebooks, kalman-filter, levy-processes, linear-regression, linear-systems-equations, monte-carlo-methods, option-pricing, partial-differential-equations, python, quantitative-finance, stochastic-differential-equations, stochastic-processes
- Language: Jupyter Notebook
- Homepage:
- Size: 23.1 MB
- Stars: 5,536
- Watchers: 140
- Forks: 1,001
- Open Issues: 6
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Metadata Files:
- Readme: README.md
- Funding: .github/FUNDING.yml
- License: LICENSE
- Citation: CITATION.cff