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faiz00762's Projects

baruch_cplusplus_financial_engineering icon baruch_cplusplus_financial_engineering

My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr. Daniel Duffy and QuantNet.

baruchcpphw icon baruchcpphw

Homework for Baruch C++ Programming for Financial Engineering Course

coursera-ml-py icon coursera-ml-py

Python programming assignments for Machine Learning by Prof. Andrew Ng in Coursera

cpp-monte-carlo-value-at-risk-engine icon cpp-monte-carlo-value-at-risk-engine

A fully functional and comprehensive Monte Carlo Value at Risk engine for calculating the risk of a financial portfolio. Written from scratch in C++ following the open-closed principle.

cpp_programming_for_financial_engineering icon cpp_programming_for_financial_engineering

Code submitted as part of the C++ Programming for Financial Engineering course provided by QuantNet. Contains code for European and Perpetual Americal option classes which encompass Black-Scholes functionality.

derivative-pricing-in-python icon derivative-pricing-in-python

Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Financial derivative pricing using two methods i. Risk neutral pricing ii. Black Scholes pricing 2. Python implementation methods i. Functions ii. classes iii. class inheritance iv. static methods v. class methods

derivatives_pricing_models icon derivatives_pricing_models

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

finance icon finance

150+ quantitative finance Python programs to help you gather, manipulate, and analyze stock market data

montecarlo icon montecarlo

A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

pyfolio icon pyfolio

Portfolio and risk analytics in Python

qlib icon qlib

Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.

ta icon ta

Technical Analysis Library using Pandas and Numpy

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