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modernportfoliotheory

This is the common repository for the LMU course "Modern Portfolio Theory with Matlab"

modsimpy

Text and supporting code for Modeling and Simulation in Python

mth9815-asset-backed-security-modeling

A project of implementing, modeling, and simulating asset-backed securities.

mth9821-2017

This repo contains lecture notes of MTH9821 for 2017

mth9845_final_project

This repo contains the files for the 9845 Final project

mth9845_risk_management

This repo contains files of MTH9845 2017 Spring class

mth9855_asset_allocation

This repo contains lecture notes and HW for Baruch MTH9855 Asset Allocation

mth9875_volatility_surface

This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface

mth9878_interest_rate_model

This repo contains projects for Spring2017 MTH9878 Interest Rate Models class

mth9879-market-microstructure-models

A collection of homeworks of market microstructure models.

mth9879_market_microstructure

This repo contains projects for Spring2017 MTH9879 Market Microstructure course

mth9893-time-series-analysis

Baruch MFE MTH9893

mth9893_time_series

This repo contains projects for Spring2017 MTH9893 Time Series class

mth9894-algo-trading

Baruch MFE MTH9894

mth9894_systematic_trading

This repo contains lecture notes and projects for Spring 2017 MTH9894 Systematic Trading course

mth9898_bdif

MTH9898 Big Data in Finance

mth9899-machine-learning

Baruch MFE MTH9899

mth_9821

Baruch MFE MTH 9821 Numerical Methods for Finance

multi-language-demo

Material to accompany https://blog.jupyter.org/i-python-you-r-we-julia-baf064ca1fb6

multilevelestimators.jl

The Julia module for Multilevel Monte Carlo methods

multivariatepointprocess

multivariatestats.jl

A Julia package for multivariate statistics and data analysis (e.g. dimension reduction)

mvportfolio

Simple portfolio analysis and management.

nbopen

Open a Jupyter notebook in the best available server

nbtutor

Visualize Python code execution (line-by-line) in Jupyter Notebook cells.

ndlib

Network Diffusion Library - (for NetworkX graphs)

neat-python

Python implementation of the NEAT neuroevolution algorithm

netlifycms

neural-networks

brief introduction to Python for neural networks

nikola

A static website and blog generator