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Pricing-Options
Pricing-Options PublicThis repository contains a Pricing Option program developed and improved as part of the C++ for Finance module.
C++
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PortfolioOptimiser
PortfolioOptimiser PublicForked from UOBQuants/PortfolioOptimiser
We are building an optimiser with the goal of maximising the Sharpe ratio of a portfolio, subject to the condition that the portfolio is long three equities and short three.
MATLAB
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