geometric-brownian-motion 开源项目推荐（76 个）

MBKraus /Python_Portfolio__VaR_Tool

基于Python的投资组合/股票小工具，从雅虎财经获取数据，计算不同类型的风险价值（VaR）指标及许多其他（事后）风险/回报特征，涵盖个股和投资组合、独立及基于wxPython构建的基准测试

Jackson-Wozniak /Stock-Market-Simulation

A virtual stock market and trading platform. Includes a fully simulated stock market, with dynamic price changes and news events. Simulation models a real calendar with time sped up

bottama /stochastic-asset-pricing-in-continuous-time

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

caramel2001 /Financial-Derivative-Analysis-and-Simulation

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)

rsadykhov /stochastic-models

Python code of commonly used stochastic models for Monte-Carlo simulations

AIM-IT4 /stochPathSim

Stochastic path simulation, derivatives pricing and risk analytics in Python: Heston, Hull-White, G2++, CIR, Merton, SABR, Monte Carlo pricing, exposure/CVA and backtesting.

ananya173147 /Stock-Recommendation-Dashboard

A dashboard for helping beginners identify trading opportunities through technical analysis, fundamental analysis, and possible future projections.

Milanpeter-77 /Coursework-Binomial-Tree-Black-Scholes-Model

A compact coursework repository combining empirical S&P 500 return modelling with binomial-tree and Black-Scholes option pricing, including numerical methods and dynamic hedging.

DavidCico /Study-of-a-buy-and-hold-investment

In this repository, a buy-and-hold investment is studied using Python and a Monte Carlo approach.

EricJXShi /Black-Scholes-FEM

Using Finite Element and Finite Difference Methods to Price European Options

vivek-v-rao /Paths

Simulate the extrema of a geometric Brownian motion

hjstobart /matlab-stochastic-processes

A collection of numerical implementations for the simulation of well-known stochastic processes on MATLAB.

crodriguezvega /geometric-brownian-motion

Monte Carlo generator of geometric brownian motion sample paths for .Net.

HaidaQuant /GBM

Generating a stock's geometric Brownian motion using C# and plot the result.

mattialoszach /stock-portfolio-risk-assessment

Stock Portfolio Risk Assessment using Monte Carlo Simulation

RePlasma /PhysRevA.103.052425

Variational quantum simulations of stochastic differential equations

Armos05 /Quantitative-Finance

Quantitative Financial Risk Mangement

hb84ffm /deep-hedging-black-scholes

A package to learn optimal hedges by a deep feed forward neural network, to minimise the terminal error

vpozdnyakov /gen_models_in_trading

Generative Models in Commodity Trading

Mflimmfmf /Index-Prediction-using-Geometric-Brownian-Motion-with-Monte-Carlo-Simulation

Index prediction across four countries with varying market condition