SunilVeeravalli / Bond-valuationsLinks
Computation of bond value
☆11Updated 5 years ago
Alternatives and similar repositories for Bond-valuations
Users that are interested in Bond-valuations are comparing it to the libraries listed below
Sorting:
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆45Updated 6 years ago
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆13Updated 4 years ago
- Fixed income tools for R☆62Updated 6 months ago
- Tutor step-by-step on how to analyze stock data using the R language.☆19Updated last year
- Here you can find all the quantitative finance algorithms that I've worked on.☆30Updated 5 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆31Updated 2 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- This is a work-in-progress book for beginners on commodity price analysis from a fundamental perspective.☆15Updated 3 weeks ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated last year
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆38Updated 3 months ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆118Updated 7 months ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Updated 5 months ago
- ☆55Updated 3 months ago
- Python web crawler to pull fund holdings from the SEC EDGAR database☆35Updated 5 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated 2 years ago
- Teaching Resources for Cuemacro courses☆55Updated 7 months ago
- Realized Volatility Forecasting modeling☆18Updated 8 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- A collection of scripts for modelling financial markets & options in R.☆61Updated 9 months ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆123Updated 4 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 4 months ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆137Updated 6 years ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆31Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆51Updated 7 months ago
- Quantamental finance research with python☆153Updated 3 years ago
- Financial Models using vba script and Python☆30Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆168Updated 7 years ago