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Collection of notebooks about quantitative finance, with interactive python code.
📦 Python library for Stochastic Processes Simulation and Visualisation
Portfolio optimization using Genetic algorithm.
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
📝 Introduction to Monte Carlo methods in Finance Workshop Materials
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
Computational Financial Mathematics
High dimensional shrinkage optimal portfolios in R
Deflated Sharpe Ratio
Study material I built and kept during year.
This repository comprises a collection of reports covering various topics in advanced financial mathematics. Accompanying the reports are Visual Basic for Applications scripts used for data analysis on Excel.
An interactive dashboard for options analyses
Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation
Malliavin calculous application in a financial context
Vrednovanje azijskih opcija
Note on financial mathematics
Investment Distribution Algorithm