PROJ_Option_Pricing_Matlab
Financial-Models-Numerical-Methods
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| PROJ_Option_Pricing_Matlab | Financial-Models-Numerical-Methods | |
|---|---|---|
| 1 | 3 | |
| 152 | 5,258 | |
| - | - | |
| 4.1 | 6.2 | |
| 10 months ago | 2 months ago | |
| MATLAB | Jupyter Notebook | |
| MIT License | GNU Affero General Public License v3.0 |
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PROJ_Option_Pricing_Matlab
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Stock Market Update: Wednesday, June 16 Pre-Market
i also had the idea of searching on github for options pricing models and found this: https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab
Financial-Models-Numerical-Methods
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Pricing models - which do MMs use these days
If you have experience with Python, here is a great repo: https://github.com/cantaro86/Financial-Models-Numerical-Methods If you don't know Python, I suggest you learn. It's one of the easier languages to learn. The course below will teach you everything you need to get started. https://www.youtube.com/watch?v=rfscVS0vtbw
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Ask HN: Best Resources on (Computational) Finance
I found this collection of Jupyter notebooks really well done. Some basic knowledge in stochastic calculus, financial mathematics and statistics is needed.
https://github.com/cantaro86/Financial-Models-Numerical-Meth...
- Classical portfolio optimization in a Python notebook
What are some alternatives?
c-ray - c-ray is a small, simple path tracer written in C
machine_learning_basics - Plain python implementations of basic machine learning algorithms
option-pricer - Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes
rmi - A learned index structure
Quantsbin - Quantitative Finance tools
score_sde - Official code for Score-Based Generative Modeling through Stochastic Differential Equations (ICLR 2021, Oral)
fastpages - An easy to use blogging platform, with enhanced support for Jupyter Notebooks.
hca-resources - zipline-broker Examples. Full notebooks plus python code for long term investment strategies using zipline based tools.
dynamax - State Space Models library in JAX
SDE - Example codes for the book Applied Stochastic Differential Equations
F1_Quali_Prediction - Finding explainable models to predict Formula 1 Qualifying Results
OpenKF - This is an open source Kalman filter C++ library based on Eigen3 library for matrix operations. The library has generic template based classes for most of Kalman filter variants including: (1) Kalman Filter, (2) Extended Kalman Filter, (3) Unscented Kalman Filter, and (4) Square-root UKF..