Implementation of term structure model project
☆22Dec 26, 2015Updated 10 years ago
Alternatives and similar repositories for Libor-Market-Model
Users that are interested in Libor-Market-Model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 3 years ago
- Repository for simulation and estimation of CIR one factor model parameters☆12Mar 2, 2018Updated 8 years ago
- Affine term structure modeling Python package. See LICENSE for terms of use.☆15Aug 29, 2016Updated 9 years ago
- Resources accompanying the "Zero-Shot Recommendation as Language Modeling" paper (ECIR2022)☆14May 25, 2023Updated 3 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.
- Comprehensive Python Cheatsheet☆11Oct 12, 2022Updated 3 years ago
- experiments with crypto trading☆16Jul 26, 2024Updated 2 years ago
- High performance hybrid Monte Carlo simulation☆10Jun 29, 2026Updated last month
- VBA application for finance, portfolio and trading☆17Dec 26, 2020Updated 5 years ago
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 5 months ago
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆40Jun 26, 2026Updated last month
- ☆29Aug 23, 2022Updated 3 years ago
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆11Updated this week
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated 2 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- for 18HS MFOEC198 Introduction to systematic risk premia strategies traded at hedge funds (L+E)☆13Sep 17, 2020Updated 5 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 6 years ago
- The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes prici…☆29Jul 17, 2019Updated 7 years ago
- Code for paper "Copula-based conformal prediction for Multi-Target Regression"☆33Apr 1, 2021Updated 5 years ago
- ☆12Mar 17, 2025Updated last year
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Aug 6, 2017Updated 9 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Simple starter CMake project that uses NVBench.☆15May 6, 2025Updated last year
- ☆14Nov 9, 2013Updated 12 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Quantitative Derivatives Models☆15Apr 13, 2026Updated 4 months ago
- Legacy trading bot/backtester using Backtrader☆19Mar 25, 2026Updated 4 months ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- The Smooth Forward Price Curve builder you never thought you needed☆27Mar 25, 2019Updated 7 years ago
- ☆28Aug 26, 2024Updated last year
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- 量化交易策略-多行业协整配对交易策略☆26Feb 27, 2018Updated 8 years ago
- A simple state-of-the-art C++ random number generator☆20Oct 10, 2017Updated 8 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆12Nov 19, 2015Updated 10 years ago
- A math-first crash course in quantum mechanics for quantum computing: qubits, Pauli matrices, Bloch sphere, density matrices, and more.☆18Aug 26, 2025Updated 11 months ago
- Python In Practice Create Better Programs Using Concurrency, Libraries, and Patterns by Mark Summerfield☆10Nov 30, 2015Updated 10 years ago
- A Python rule engine powered by numba☆18Jun 17, 2026Updated 2 months ago
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- R Packing Calculating Credit Risk Valuation Adjustments☆21Oct 17, 2022Updated 3 years ago
- A Value Investment Strategy That Combines Security Selection And Market Timing Signals☆10Sep 8, 2019Updated 6 years ago