Collection of notebooks about quantitative finance, with interactive python code.
python
linear-regression
econometrics
partial-differential-equations
option-pricing
quantitative-finance
jupyter-notebooks
stochastic-differential-equations
american-options
kalman-filter
stochastic-processes
monte-carlo-methods
financial-engineering
financial-mathematics
levy-processes
heston-model
brownian-motion
jump-diffusion-mertons-model
fourier-inversion
linear-systems-equations
-
Updated
Feb 26, 2024 - Jupyter Notebook