This repo started as the artifact of me working throughYves Hilpisch's book Python for Finance (2nd edition) and adding additional comments for myself - it has gradually morphed into a repository for implementations of the quant finance specific papers I read - I move more general math concepts into my repo MathDump.
My main goals from working through this book were to deepen my understanding of Monte Carlo simulations of stochastic pricing models for security price evolution, trading strats, derivatives and derivative portfolios.
Secondary goals were refreshing and deepening skills in numpy (especially vectorized functions) and pandas.