DragonSA / amf_researchLinks
The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University of the Witwatersrand)
☆11Updated 13 years ago
Alternatives and similar repositories for amf_research
Users that are interested in amf_research are comparing it to the libraries listed below
Sorting:
- ☆11Updated 10 years ago
- ☆17Updated 7 years ago
- Python Code for Meucci Related Blog Posts☆15Updated 9 years ago
- ☆10Updated 7 years ago
- Credit Default Swap Pricer☆19Updated 2 years ago
- ☆22Updated 8 years ago
- An xVA quantitative library written in python using tensorflow☆17Updated last month
- Library for simulation and analysis of vanilla and exotic options☆34Updated 5 years ago
- A framework for historical volatility estimation and analysis.☆35Updated 5 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Updated last year
- Code for getting implied volatility in Python☆27Updated 8 years ago
- Algorithmic Trading with Machine Learning☆15Updated 10 years ago
- ☆36Updated 8 years ago
- By means of stochastic volatility models☆44Updated 5 years ago
- Futures trading database/backtester/analysis☆20Updated 7 years ago
- convertible bond pricing☆13Updated 11 years ago
- Modeling the volatility of commodity futures Indices☆15Updated 8 years ago
- Quantitative Finance using python - Derivatives Pricing☆47Updated 7 years ago
- A financial blotter for trading FX and Futures☆23Updated 8 years ago
- MIT Trading Competition algorithmic trading of options and securities☆41Updated 7 years ago
- Optimal portfolio selection☆33Updated 8 years ago
- Dispersion Trading using Options☆33Updated 8 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Updated 5 years ago
- Code for the paper Volatility is (mostly) path-dependent☆73Updated last year
- ☆54Updated 7 years ago
- finance☆43Updated 8 years ago
- Quadratic program minimizing risk while maintaining an expected return with the addition of rollover in the foreign exchange market☆12Updated 9 years ago
- ☆27Updated 6 years ago
- Development space for PhD in Finance☆34Updated 5 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Updated 3 years ago