☆263Mar 1, 2024Updated 2 years ago
Alternatives and similar repositories for FinancialEngineering_IR_xVA
Users that are interested in FinancialEngineering_IR_xVA are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Here you will find materials for the course of Computational Finance☆500Mar 1, 2024Updated 2 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15May 23, 2022Updated 3 years ago
- Quantitative Finance book☆886Apr 14, 2025Updated last year
- Code repository for Pricing and Trading Interest Rate Derivatives☆121Oct 29, 2022Updated 3 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆130Oct 11, 2025Updated 6 months ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆255Feb 5, 2025Updated last year
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Mar 23, 2019Updated 7 years ago
- An xVA quantitative library written in python using tensorflow☆18Updated this week
- Numerical Methods Lecture: This repository contains the material created during the lecture Numerical Methods for Mathematical Finance.☆51Updated this week
- A series of lessons on time series analysis with Python☆78Jul 13, 2024Updated last year
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆15Mar 11, 2019Updated 7 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Applications of Monte Carlo methods to financial engineering projects, in Python.☆515Nov 20, 2017Updated 8 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Python Financial ENGineering (PyFENG package in PyPI.org)☆180Updated this week
- This file includes the code I've written for the course Numerical Method in finance, Stochastic Calculus in Spring 2020.☆12May 13, 2020Updated 5 years ago
- Python Code for Quantitative Finance Papers☆48Oct 2, 2024Updated last year
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆2,917Apr 25, 2026Updated last week
- For teaching - Jupyter notebooks on financial engineering. Course at Budapest Technical University / Institute of Physics.☆26Apr 8, 2026Updated 3 weeks ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆45May 22, 2024Updated last year
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆19Aug 6, 2020Updated 5 years ago
- Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions☆19Mar 6, 2017Updated 9 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A repository for portfolio allocation based on embedding data representation☆12Jan 27, 2025Updated last year
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆207Nov 19, 2024Updated last year
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆218Apr 7, 2026Updated 3 weeks ago
- SABR Implied volatility asymptotics☆24May 22, 2020Updated 5 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆337Apr 9, 2026Updated 3 weeks ago
- Repository for MScFE, WQU.