jiaqiyao620 / credit-risk-managementLinks
Class materials of Credit Risk Management taught by prof. Ed Hayes
☆13Updated 7 years ago
Alternatives and similar repositories for credit-risk-management
Users that are interested in credit-risk-management are comparing it to the libraries listed below
Sorting:
- ☆231Updated last year
- Here you will find materials for the course of Computational Finance☆447Updated last year
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆35Updated 7 years ago
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆52Updated 5 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆196Updated 9 months ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆145Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆82Updated last year
- ☆16Updated 8 years ago
- ☆20Updated 2 years ago
- Python for Finance module for Imperial MSc in Mathematics and Finance☆104Updated 9 months ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆163Updated 6 years ago
- The CQF program☆97Updated 8 years ago
- Quant Research☆86Updated 3 weeks ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆197Updated last year
- Website dedicated to a book on machine learning for factor investing☆230Updated 2 years ago
- My curated list of resources on Data Science, Machine Learning, and Quantitative Finance☆65Updated last year
- Implementation of 5-factor Fama French Model☆130Updated 4 years ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago
- Functions built on material from Columbia's Coursera courses on Financial Engineering and Risk Management (I & II).☆17Updated 7 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆121Updated last year
- Code that I show on my YouTube Channel☆101Updated 2 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆113Updated 6 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆240Updated 6 months ago
- Exercises of the book: Advances in Financial Machine Learning by Marcos Lopez de Prado☆213Updated 4 years ago
- A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.☆43Updated last year
- ☆81Updated 9 months ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆99Updated 2 years ago