GitHub - garthajon/QuantFinanceIntro: Quantitative Finance: Introductory notes, papers and code particularly on the work of Paul Wilmott

Name		Name	Last commit message	Last commit date
Latest commit History 41 Commits
52weekGraph.ipynb		52weekGraph.ipynb
AMD_GeometricBrownianMotion_SDE_Monte_Carlo_future.ipynb		AMD_GeometricBrownianMotion_SDE_Monte_Carlo_future.ipynb
COIN_CallOptionPriceChangeProjection.ipynb		COIN_CallOptionPriceChangeProjection.ipynb
COIN_GeometricBrownianMotion_SDE_Monte_Carlo_future.ipynb		COIN_GeometricBrownianMotion_SDE_Monte_Carlo_future.ipynb
CallOptionPriceChangeProjection.ipynb		CallOptionPriceChangeProjection.ipynb
GeometricBrownianMotion_SDE_Monte_Carlo_PLTR_future.ipynb		GeometricBrownianMotion_SDE_Monte_Carlo_PLTR_future.ipynb
LIQUIDITY-MEANREVERSION-HEALTHYUPWARD-SCREENER.ipynb		LIQUIDITY-MEANREVERSION-HEALTHYUPWARD-SCREENER.ipynb
LIQUIDITY-SCREENER.ipynb		LIQUIDITY-SCREENER.ipynb
LiquidityAnalysisSpecificZscore.ipynb		LiquidityAnalysisSpecificZscore.ipynb
NVDA_CallOptionPriceChangeProjection.ipynb		NVDA_CallOptionPriceChangeProjection.ipynb
NVDA_GeometricBrownianMotion_SDE_Monte_Carlo_future.ipynb		NVDA_GeometricBrownianMotion_SDE_Monte_Carlo_future.ipynb
PutOptionPriceChangeProjection.ipynb		PutOptionPriceChangeProjection.ipynb
QuantLiquidityEngine.ipynb		QuantLiquidityEngine.ipynb
SVB_Inverted_Curve_and_Bond_Risk.ipynb		SVB_Inverted_Curve_and_Bond_Risk.ipynb
TopUSDigitalStocks_MainStats.ipynb		TopUSDigitalStocks_MainStats.ipynb
VICI_GeometricBrownianMotion_SDE_Monte_Carlo_future.ipynb		VICI_GeometricBrownianMotion_SDE_Monte_Carlo_future.ipynb
ZSCORE_ANNUALISED_UNIQUE_STOCK_GOOD_ONE.ipynb		ZSCORE_ANNUALISED_UNIQUE_STOCK_GOOD_ONE.ipynb
ZSCORE_GARCH_PREDICTION_WITH_MONTE_CARLO_SIM.ipynb		ZSCORE_GARCH_PREDICTION_WITH_MONTE_CARLO_SIM.ipynb
ZSCORE_TRACKING_WEEKLY.ipynb		ZSCORE_TRACKING_WEEKLY.ipynb
ZSCORE_WEEKLY_WITH_GARCH.ipynb		ZSCORE_WEEKLY_WITH_GARCH.ipynb
chapter1_Bonds_holderOfShortPosition_FuturesContracts.doc		chapter1_Bonds_holderOfShortPosition_FuturesContracts.doc
chapter1_CurrencyExchangeRates_HowInterestRatesEffectExchangeRates.doc		chapter1_CurrencyExchangeRates_HowInterestRatesEffectExchangeRates.doc
chapter1_CurrencyExchangeRates_TriangularArbitrageExample.doc		chapter1_CurrencyExchangeRates_TriangularArbitrageExample.doc
chapter1_Emerging_Markets_Bond_Index_EMBI.doc		chapter1_Emerging_Markets_Bond_Index_EMBI.doc
chapter1_Futures_StorageCost_ConvenienceYield.doc		chapter1_Futures_StorageCost_ConvenienceYield.doc
chapter1_Interest_ContinouslyCompounding_PresentValue.doc		chapter1_Interest_ContinouslyCompounding_PresentValue.doc
chapter1_Interest_ContinuousCompoundingInterestvsDiscreteInterest.doc		chapter1_Interest_ContinuousCompoundingInterestvsDiscreteInterest.doc
chapter1_OnInterestRatesAndInflation.doc		chapter1_OnInterestRatesAndInflation.doc
findingbestfitdistribution_forPLTR.ipynb		findingbestfitdistribution_forPLTR.ipynb
itosLemma_splitbetweendrift_and_weinerprocess_inbrownianMotion.ipynb		itosLemma_splitbetweendrift_and_weinerprocess_inbrownianMotion.ipynb
stockcorrelation.ipynb		stockcorrelation.ipynb
zSCORE_TIMESERIES_HIGHVOLATILE_STOCKS.ipynb		zSCORE_TIMESERIES_HIGHVOLATILE_STOCKS.ipynb
zcore_stock_screen_ftse100_UK.ipynb		zcore_stock_screen_ftse100_UK.ipynb
zscore_stock_screener_weekly.ipynb		zscore_stock_screener_weekly.ipynb
zscorestockscreen_annualised_goodone.ipynb		zscorestockscreen_annualised_goodone.ipynb

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