SunilVeeravalli / Bond-valuations
Computation of bond value
☆11Updated 4 years ago
Alternatives and similar repositories for Bond-valuations:
Users that are interested in Bond-valuations are comparing it to the libraries listed below
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆12Updated 3 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆42Updated 5 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 6 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 6 months ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Teaching Resources for Cuemacro courses☆53Updated last month
- ScriptUni Python in Finance Certificate Final Project☆37Updated 2 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆20Updated 4 years ago
- Daily kata from Quantitative Investment Portfolio Analytics In R☆13Updated 5 years ago
- Automatically performs the DCF calculation, sensitivity analysis and Piotroski f-score analysis for a given company. All financial data c…☆45Updated 4 years ago
- This is a work-in-progress book for beginners on commodity price analysis from a fundamental perspective.☆14Updated 3 months ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆27Updated 4 years ago
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆34Updated 5 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆24Updated 4 years ago
- Quantamental finance research with python☆144Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 5 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆16Updated 6 months ago
- One-off scripts/analysis, usually to accompany my blog posts.☆42Updated 3 years ago
- ☆33Updated 3 years ago
- ☆57Updated last year
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆24Updated last month
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Option Volatility and Pricing Models.☆12Updated 2 years ago
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated 11 months ago
- Fixed income tools for R☆56Updated last year
- ☆35Updated 2 years ago
- Quant Research☆68Updated 2 weeks ago