Study material I built and kept during year.

R scripts for use with OSU Math 3618

Portfolio optimization using Genetic algorithm.

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

Investment Distribution Algorithm

Malliavin calculous application in a financial context

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

Online simulation section for Ergodic Aspects of Trading With-Threshold-Strategies (arXiv:2111.14708v2)

Deflated Sharpe Ratio

📝 Introduction to Monte Carlo methods in Finance Workshop Materials

This repo is the complete collection of my notes, programs and projects created during my studies at the University College Dublin.

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.

Vrednovanje azijskih opcija

Mathematical finance study hall

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.

High dimensional shrinkage optimal portfolios in R

Note on financial mathematics

📦 Python library for Stochastic Processes Simulation and Visualisation

.Net / C# Option Pricer