Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).
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Updated
Jan 15, 2018 - R
Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).
The shared repository for group 5236b.
using the Inverse-Transform method to speed up options pricing simulations in R
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Some methods used in Economic/Business Forecasting.
Financial Engineering in R
An R Package for the BitCoinCharts.com API which includes functions to acquire historic trade data, weighted prices, and market data.
Valuation of Apple Inc. stock by means of the dividend discount model (DDM) and discounted free cash flow (DCF) valuation methods.
Companion to publication "Understanding Jumps in High Frequency Digital Asset Markets". Contains scalable implementations of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
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