kaitai / stress-testing-with-jupyterLinks
Various stress testing/risk modeling techniques in a jupyter notebook, in Python 3.4.
☆24Updated 6 years ago
Alternatives and similar repositories for stress-testing-with-jupyter
Users that are interested in stress-testing-with-jupyter are comparing it to the libraries listed below
Sorting:
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆44Updated 6 years ago
- Quant Research☆90Updated this week
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- The repository of "Python for Finance Cookbook" 2nd edition☆242Updated 2 years ago
- ☆47Updated 2 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Predictive yield curve modeling in reduced dimensionality☆45Updated 2 years ago
- Advanced Portfolio Construction and Analysis with Python - Coursera☆22Updated 4 years ago
- ScriptUni Python in Finance Certificate Final Project☆40Updated 3 years ago
- Guides, tutorials and presentations☆56Updated 2 years ago
- Algo Trading Research & Documentation☆21Updated 2 months ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆25Updated 4 years ago
- Reimplementing QuantLib examples by Python☆66Updated 3 years ago
- ☆243Updated last year
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆30Updated 5 years ago
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆155Updated last year
- Credit-Risk Modelling Libraries☆124Updated 7 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆124Updated last year
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆134Updated 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
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆47Updated 4 years ago
- Notes and examples about Portfolio Construction and Analysis with Python (Jupyter notebooks)☆198Updated last year
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Updated 4 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆101Updated 2 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆31Updated last year
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆166Updated 6 years ago
- Repository for teachings on Quant Finance☆50Updated 5 years ago
- This course in applied data science covers the theoretical foundations of advanced quantitative approaches in machine learning, econometr…☆44Updated 6 months ago
- Set of Jupyter (iPython) notebooks (and few pdf-presentations) about things that I am interested on, like Computer Science, Statistics an…☆96Updated 4 years ago
- This repository displays my work in finance and economics datascience for future employers and collaborators.☆11Updated 2 years ago