https://github.com/n-sapkota/finance
Quantitative Finace
https://github.com/n-sapkota/finance
Last synced: 2 months ago
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Quantitative Finace
- Host: GitHub
- URL: https://github.com/n-sapkota/finance
- Owner: n-sapkota
- Created: 2022-02-04T16:27:23.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2022-02-17T13:43:14.000Z (over 3 years ago)
- Last Synced: 2025-01-30T14:43:34.823Z (4 months ago)
- Language: Jupyter Notebook
- Homepage:
- Size: 3.07 MB
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Welcome to Quantitative Finance Section!
In this repo, you will find all projects or programs in the field of quantitative finance. All of the projects are done in a jupyter notebook using Python.
## Contents
1. [Stock Information retrieval from yfinance and pandas-datareader ](https://github.com/narayan47/Finance/blob/main/BasicQuant.ipynb)
2. [Capital Asset Pricing Model](https://github.com/narayan47/Finance/blob/main/CAPM.ipynb)
The Capital Asset Pricing Model (CAPM) gives the relationship between systematic risk and [expected return](https://www.investopedia.com/terms/e/expectedreturn.asp) for assets, particularly stocks.
3. [Monte Carlo Simulation and pie value estimation](https://github.com/narayan47/Finance/blob/main/Monte%20Carlo.ipynb)
4. [Black-Scholes model for European option pricing with Monte Carlo algorithm](https://github.com/narayan47/Finance/blob/main/BSM.ipynb)
5. [Solution of Black-Scholes model using Finite Element Method - Europen Call](https://github.com/narayan47/Finance/blob/main/FEM_1D_BS_Euro_Call.ipynb)
6. [Solution of Black-Scholes model using Finite Element Method - Europen Put](https://github.com/narayan47/Finance/blob/main/FEM_1D_BS_Euro_Put.ipynb)