Skip to content
/ IPythonScripts Public

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

www.ipythonquant.wordpress.com

License

BSD-3-Clause license
154 stars 71 forks Branches Tags Activity
Star
Notifications You must be signed in to change notification settings

mgroncki/IPythonScripts

2 Branches0 Tags

Folders and files

NameName
Last commit message
Last commit date

Latest commit

mgronckimgroncki
Monte carlo pricing n adjoint greeks on gpus
Nov 18, 2018
9b8d724 · Nov 18, 2018

History

33 Commits
.ipynb_checkpoints
.ipynb_checkpoints
Jun 26, 2016
PricingPyTorch
PricingPyTorch
Nov 18, 2018
.DS_Store
.DS_Store
Nov 18, 2018
.gitignore
.gitignore
Nov 18, 2018
BarriersTensorFlow.ipynb
BarriersTensorFlow.ipynb
Nov 18, 2018
BermudanTensorFlow.ipynb
BermudanTensorFlow.ipynb
May 20, 2018
Binomal.xlsx
Binomal.xlsx
May 20, 2015
Blog_DS_1.ipynb
Blog_DS_1.ipynb
May 8, 2018
CVA_calculation_I.ipynb
CVA_calculation_I.ipynb
Jun 26, 2016
ExpectedExposureSimulation.ipynb
ExpectedExposureSimulation.ipynb
Apr 11, 2015
First_example.ipynb
First_example.ipynb
Apr 11, 2015
Introduction_Pricing_German.ipynb
Introduction_Pricing_German.ipynb
Jun 13, 2016
LICENSE
LICENSE
Nov 18, 2018
LogisticRegression_Part1.ipynb
LogisticRegression_Part1.ipynb
May 8, 2018
MonteCarloPricing-Swaption-Part_II.ipynb
MonteCarloPricing-Swaption-Part_II.ipynb
Jun 26, 2016
MonteCarloPricing-Swaption-Part_III.ipynb
MonteCarloPricing-Swaption-Part_III.ipynb
Jun 26, 2016
MonteCarloPricing-Swaption.ipynb
MonteCarloPricing-Swaption.ipynb
May 26, 2016
README.md
README.md
Apr 11, 2015
StochProcess..Basics.slides.html
StochProcess..Basics.slides.html
May 19, 2015

Repository files navigation

IPythonScripts

Here you find my IPython (Jupyter) notebooks from my blog (ipythonquant.wordpress.org).

Feel free to download the samples and play around with them.

About

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

www.ipythonquant.wordpress.com

Topics

machine-learning deep-learning monte-carlo monte-carlo-simulation quantitive-finance cva hedging pricing-derivatives xva counterparty-credit-risk

Resources

Readme

License

BSD-3-Clause license
Activity

Stars

154 stars

Watchers

15 watching

Forks

71 forks
Report repository

Releases

No releases published

Packages

No packages published

Languages