yrz437396236 Goto Github PK
Name: Bruce Yang
Type: User
Bio: PhD student@ISE UIUC
Bruce Yang's Projects
auto-callable-contingent-interest-notes
awesome-deep-hedging
A curated list of resources dedicated to Deep Hedging
cpp_for_finance
cs364a
Solutions to Tim Roughgarden's Algorithmic Game Theory course exercises and problems
deepgalerkinmethod
Companion code for "Solving Nonlinear and High-Dimensional Partial Differential Equations via Deep Learning" by A. Al-Aradi, A. Correia, D. Naiff, G. Jardim and Y. Saporito (https://arxiv.org/abs/1811.08782)
financial-models-numerical-methods
Collection of notebooks about quantitative finance, with interactive python code.
finite-difference-in-option-pricing
Use the Finite Difference method to price European, American and Bermudan options.
finmathematics
Books
fucking-algorithm
手把手撕LeetCode题目，扒各种算法套路的裤子，not only how，but also why. Crack LeetCode, English version supported!
lattice-option-pricing
This repo work as an comprehensive comparison for various kinds of lattice option pricing methods
leetcodefighter
machine-learning
nasdaq-itch-to-tick-order-book
paper-trading
pfhedge
PyTorch-based framework for Deep Hedging
proj_option_pricing_matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
py_ssvi
Calibration of a Surface SVI
py_vollib
quant
quantlib
The QuantLib C++ library
quantlibpythonexamples
Reimplementing QuantLib examples by Python
robust_nsde
Robust pricing and hedging via Neural SDEs
surfacefitting
Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion
svi-volatility-surface-calibration
SVI volatility surface model and an example of China 50ETF option
tail-events-in-hedge-fund-returns
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