AIMLModeling / Hull-White-Model-CalibrationView external linksLinks
The Hull-White model is a single-factor interest model used to price interest rate derivatives. The Hull-White model assumes that short rates have a normal distribution and that the short rates are subject to mean reversion. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structur…
☆10Jun 2, 2023Updated 2 years ago
Alternatives and similar repositories for Hull-White-Model-Calibration
Users that are interested in Hull-White-Model-Calibration are comparing it to the libraries listed below
Sorting:
- ☆12Apr 25, 2019Updated 6 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆14Jun 6, 2018Updated 7 years ago
- ☆19Feb 4, 2026Updated last week
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52May 13, 2020Updated 5 years ago
- Useful Python Utility function for Data mining and Data pre-processing of important financial data☆10Sep 30, 2019Updated 6 years ago
- ☆13Mar 3, 2024Updated last year
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- A command based oscilloscope software.☆16Jan 7, 2026Updated last month
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- Interactive Quant Portfolio Visualizer Dash App☆13Mar 8, 2024Updated last year
- Python code translations for the book Collins, Travis F., Robin Getz, Di Pu, Alexander M. Wyglinski: Software-Defined Radio for Engineers☆16Mar 29, 2020Updated 5 years ago
- An intuitive library to plot evaluation metrics.☆17Oct 22, 2024Updated last year
- ☆16Apr 26, 2021Updated 4 years ago
- ☆14Jul 30, 2022Updated 3 years ago
- Final project for "Predict Future Sales" Kaggle competition. "How to win a data science competition" Coursera course.☆11Jun 1, 2018Updated 7 years ago
- ☆11Apr 30, 2025Updated 9 months ago
- notepad++堆缓冲区溢出漏洞CVE-2023-40031 分析与复现☆15Sep 8, 2023Updated 2 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Nov 5, 2022Updated 3 years ago
- Take a journey of learning through the "Internet of Things" and Robotics. Learners apply Arm-based technology to solve interesting and au…☆16Jun 12, 2025Updated 8 months ago
- Python for Informatics: Exploring Information (Korean)☆29Sep 14, 2015Updated 10 years ago
- ☆14Jun 26, 2023Updated 2 years ago
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- Topic Modeling with Non-Negative Matrix Factorization (NMF)☆12Apr 5, 2019Updated 6 years ago
- simulation of Heston model by Monte-Carlo method☆12Aug 26, 2024Updated last year
- use PCA method to select stocks and O-U stochastic process to control risk during stock selection and trading period☆15Oct 3, 2017Updated 8 years ago
- 🐜 Tiny Manager is a tiny application for managing self projects. Bundled with essential features it allows quick and easy management of …☆18Jul 22, 2023Updated 2 years ago
- Materials for a course on open data at UC Berkeley I School (2013)☆45Oct 25, 2014Updated 11 years ago
- ☆17Aug 3, 2024Updated last year
- A compact implementation of the Cyphal/UDP protocol in C for high-integrity real-time embedded systems☆20Feb 3, 2026Updated last week
- Tensors and Dynamic neural networks in Python with strong GPU acceleration☆13Dec 3, 2019Updated 6 years ago
- Black-Litterman model portfolio optimizer☆16Aug 28, 2020Updated 5 years ago
- Code for controlling a Jetbot via ros2_control interfaces☆16Mar 14, 2024Updated last year
- Bu video bir proje tanıtım videosudur. Projede python programlama dilinde makine öğrenmesi (machine learning) ve görüntü işleme (compute…☆20Dec 17, 2021Updated 4 years ago
- Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python☆17Sep 2, 2016Updated 9 years ago
- sktime workshops & tutorials☆14Jul 14, 2021Updated 4 years ago
- Repository of Quantitative Finance Models☆13Jan 25, 2025Updated last year
- ☆12May 24, 2022Updated 3 years ago
- Lecture notes, lab notes, and links to helpful resources to pass Google Certification Exam for Professional Data Engineer.☆18Aug 12, 2022Updated 3 years ago
- Highly-optimized spatially and temporally-blocked implementation of Diffusion 2D and 3D stencils for Intel FPGAs using OpenCL☆13Dec 25, 2023Updated 2 years ago