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.

📝 Introduction to Monte Carlo methods in Finance Workshop Materials

A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance

R scripts for use with OSU Math 3618

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.

High dimensional shrinkage optimal portfolios in R

Deflated Sharpe Ratio

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.

Study material I built and kept during year.

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

This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.

Exploration of Universal Approximation Theorem with Neural Network and its application to Financial Markets