Collection of notebooks about quantitative finance, with interactive python code.
python
science
tutorial
topics
linear-regression
mathematics
econometrics
nbviewer
partial-differential-equations
option-pricing
quantitative-finance
jupyter-notebooks
stochastic-differential-equations
american-options
kalman-filter
stochastic-processes
monte-carlo-methods
financial-engineering
financial-mathematics
levy-processes
heston-model
brownian-motion
jump-diffusion-mertons-model
fourier-inversion
linear-systems-equations
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Updated
May 18, 2020 - Jupyter Notebook


@andrea-dm Would be nice if the code would be formatted using a recent version of black and isort.
If you need help I can do it and setup pipelines to enforce the code to be always formatted by these tools before merging.