Quantitative-Finance-Models

Components and models for quantitative finance. [Python & C/C++ & Java]

C++:

Python:

Name		Name	Last commit message	Last commit date
Latest commit History 7 Commits
HW5Q4.ipynb		HW5Q4.ipynb
InterpolationNSsmoothing.ipynb		InterpolationNSsmoothing.ipynb
PriceGenerator.java		PriceGenerator.java
README.md		README.md
SimpleEuropeanCallOptionNotWell.java		SimpleEuropeanCallOptionNotWell.java
VaR.py		VaR.py
minVariancePrtf.ipynb		minVariancePrtf.ipynb
qrbook_funcs.py		qrbook_funcs.py
stdCompute.py		stdCompute.py

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