Collection of notebooks about quantitative finance, with interactive python code.

📦 Python library for Stochastic Processes Simulation and Visualisation

Leverage the novel features and advanced financial mathematics introduced in Uniswap V4 to effectively mitigate just-in-time (JIT) liquidity provision issues.

Portfolio optimization using Genetic algorithm.

A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance

Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.

📝 Introduction to Monte Carlo methods in Finance Workshop Materials

Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.

Q-Variance Challenge: Can any continuous-time stochastic-volatility model reproduce q-variance?

R scripts for use with OSU Math 3618

High dimensional shrinkage optimal portfolios in R

Computational Financial Mathematics

Deflated Sharpe Ratio

Study material I built and kept during year.

Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation

This repository comprises a collection of reports covering various topics in advanced financial mathematics. Accompanying the reports are Visual Basic for Applications scripts used for data analysis on Excel.

An interactive dashboard for options analyses

Malliavin calculous application in a financial context

Note on financial mathematics