financial-engineering

Financial modeling

An application of Monte Carlo methods to model financial engineering scenarios with jumps in underlying asset prices

Applications of Monte Carlo methods to financial engineering projects, in Python.

GitHub

373 stars
7 watching
56 forks
Language: Python
last commit: about 7 years ago
Linked from 1 awesome list

financial-engineeringmonte-carlopython-3

Backlinks from these awesome lists:

Related projects:

Repository Description Stars
imanuelcostigan/fmbasics Provides basic financial market objects and methods to model key financial concepts in R. 12
federicomariamassari/willowtree An efficient Python implementation of a derivatives pricing model that models standard Brownian motion and offers fast and accurate pricing of derivative contracts. 240
jamesmawm/mastering-python-for-finance-second-edition This project provides advanced financial statistical applications using Python for complex research studies and modeling. 405
shashankvemuri/finance A collection of Python scripts for gathering, analyzing, and modeling financial market data. 2,232
romanmichaelpaolucci/q-fin A Python library for mathematical finance and option pricing with object-oriented programming, stochastic modeling, and simulation. 397
matlab-deep-learning/reinforcement_learning_financial_trading This project demonstrates a reinforcement learning approach to developing a financial trading model in MATLAB. 156
valuesimplex/finbert An open-source BERT-based language model pre-trained on financial text data 685
pmorissette/ffn A Python library providing financial functions and utilities for quantitative finance analysis 2,061
ant-research/fin_domain_llm A Python-based system designed to assist financial decision-making using a large language model, knowledge base, and search engine. 77
alpha-miner/finance-python A Python library providing financial calculation tools and technical indicators. 746
paulperry/quant A repository of quantitative finance and algorithmic trading strategies and analyses. 326
fortitudo-tech/fortitudo.tech An open-source Python package implementing advanced portfolio optimization techniques 227
packtpublishing/python-for-finance-cookbook A comprehensive cookbook providing practical code examples and techniques for analyzing and modeling financial data using Python 739
felixfan/fincal A comprehensive package for time value of money calculation, time series analysis, and computational finance in R. 22
fmilthaler/finquant A program for financial portfolio management and analysis 1,453