SunilVeeravalli / Bond-valuationsLinks
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
Sorting:
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆43Updated 5 years ago
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆12Updated 4 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆31Updated 3 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…☆38Updated 2 months ago
- Tutor step-by-step on how to analyze stock data using the R language.☆17Updated last year
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Updates, charts, code, data, typos for the book 'Brazilian Derivatives and Securities"☆17Updated 10 months ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- Here you can find all the quantitative finance algorithms that I've worked on.☆23Updated 5 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆13Updated 2 years ago
- ☆41Updated 2 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆28Updated 5 years ago
- Parses historical and current CFTC Commitments of Traders reports into easy-to-use pandas dataframes☆35Updated 6 years ago
- This collects the scripts and notebooks required to reproduce my published work.☆48Updated 2 weeks ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Using a dataset of hedge fund indices, I had computed various risk parameters, explicitly Value at risk (VaR), drawdown and deviation fro…☆24Updated 4 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆22Updated 2 weeks ago
- Library for simulation and analysis of vanilla and exotic options☆33Updated 5 years ago
- Resources for the AI in Finance Workshop at Texas State University (October 2023).☆53Updated last year
- Option Volatility and Pricing Models.☆12Updated 4 months ago
- Simple portfolio analysis and management.☆28Updated 3 years ago
- Fixed income tools for R☆61Updated last month
- Repository for teachings on Quant Finance☆49Updated 5 years ago
- Covariance Matrix Estimation via Factor Models☆35Updated 6 years ago
- ☆31Updated last year
- Realized Volatility Forecasting modeling☆16Updated 8 years ago
- Teaching Resources for Cuemacro courses☆54Updated 2 months ago