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.
373 stars
7 watching
56 forks
Language: Python
last commit: almost 9 years agoLinked from 1 awesome list
financial-engineeringmonte-carlopython-3
wilsonfreitas/awesome-quantRelated 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 |