Financial Modelling and Computation
-
Updated
Nov 19, 2017 - MATLAB
Financial Modelling and Computation
Predict customer that possibly do deposit in bank. This app using Multinomial Naive Bayes.
my first problem set in assett pricing wrote in matlab
A framework for estimating Basel IV capital requirements.
A framework for detecting misreported returns in hedge funds.
A framework for historical volatility estimation and analysis.
A Fast Initial Response Approach to Real-Time Financial Surveillance
TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.
A framework for systemic risk valuation and analysis.
Implement Rulkov Maps for modeling STLFSI2 data, analyzing the map as a non-linear, discrete-time state-space model.
Optimization Methods in Finance, final project, auxiliary codes in Matlab for OMV curve, sharpe ratio and admissible regions
Forecasting the Euro Area Yield Curve Using the Heath-Jarrow-Morton Model
Add a description, image, and links to the financial-analysis topic page so that developers can more easily learn about it.
To associate your repository with the financial-analysis topic, visit your repo's landing page and select "manage topics."