mtouyaa / Python-for-MarketRiskLinks
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
☆11Updated 3 years ago
Alternatives and similar repositories for Python-for-MarketRisk
Users that are interested in Python-for-MarketRisk are comparing it to the libraries listed below
Sorting:
- The stock analysis R file for computing stock returns and correlations for the S&P500 stock listing.☆45Updated 8 years ago
- R package AssetAllocation☆33Updated last year
- Material for the 2-day block course "Deep Learning with Actuarial Applications in R"☆39Updated 3 years ago
- ☆42Updated 7 years ago
- using the Inverse-Transform method to speed up options pricing simulations in R☆27Updated 3 months ago
- R code for the IMF edX course on Macroeconomic Forecasting☆17Updated 9 years ago
- ☆95Updated 5 months ago
- ☆79Updated 10 months ago
- This repository hosts the source code for the website tidy-finance.org☆101Updated this week
- CRAN Task View: Empirical Finance☆57Updated 3 weeks ago
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Updated 11 years ago
- R package for commodities and finance analytics. Sister python package details below.☆31Updated this week
- Functions for executing trading strategies via the API of Interactive Brokers☆14Updated 3 years ago
- Repository for GARCH tutorial paper in RAC☆31Updated 5 years ago
- Fixed income tools for R☆61Updated 5 months ago
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 10 months ago
- ☆46Updated 9 years ago
- Financial and Actuarial Mathematics for Life Contingencies☆66Updated this week
- qrm☆239Updated 2 years ago
- Get Tidy Fundamental Financial Data from EGDAR☆15Updated last year
- Collection of Tools for PD Rating Model Development and Validation☆16Updated last week
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last week
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆23Updated 4 months ago
- Hands-On-Time-Series-Analysis-with-R☆119Updated 2 years ago
- A Credit Risk Scoring Modeling and Validation Package☆67Updated 6 years ago
- R Finance packages not listed in the Empirical Finance Task View☆13Updated last week
- Classes for analysing and implementing equity portfolios in R.☆17Updated last year
- The Tidymodels Extension for GARCH models☆34Updated 3 years ago
- There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/.☆20Updated 2 years ago
- This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/r…☆29Updated 3 months ago