Basic subroutines for financial math/engineering applications
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Dec 3, 2015 - MATLAB
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financial-engineering
Here are 154 public repositories matching this topic...
Applications of Monte Carlo methods to financial engineering projects, in Python.
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Nov 20, 2017 - Python
SYS 4581 Financial Engineering Semester Project
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Dec 5, 2017 - C++
Markowitz portfolio optimization on synthetic and real stocks
python
stock-market
portfolio-optimization
cvxpy
convex-optimization
financial-engineering
markowitz
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Dec 20, 2017 - Python
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Jan 10, 2018 - MATLAB
APS502: Financial Engineering in 2017 Fall, Univ. of Toronto
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Jan 14, 2018 - MATLAB
Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).
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Jan 15, 2018 - R
Contagion effect in a financial network of banking institutions
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Jan 16, 2018 - C++
Data Visualization @ Stevens Tech
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Apr 5, 2018 - JavaScript
The shared repository for group 5236b.
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May 24, 2018 - R
Machine Learning for Quantitative Finance
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Jun 8, 2018 - Jupyter Notebook
Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing
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Jul 4, 2018 - C++
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
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Jul 14, 2018 - Python
Projects from Financial Engineering class
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Jul 15, 2018 - Python
Implementation of the Black-Scholes model
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Nov 10, 2018 - Python
My approaches to Financial Forecasting Challenge by G-Research
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Dec 5, 2018 - Jupyter Notebook
Algorithmic trading implementation with pair trade strategy
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Dec 23, 2018 - Jupyter Notebook
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