Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.
☆14Jun 6, 2018Updated 7 years ago
Alternatives and similar repositories for valuation-callables-HullWhite
Users that are interested in valuation-callables-HullWhite are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- The Hull-White model is a single-factor interest model used to price interest rate derivatives. The Hull-White model assumes that short r…☆10Jun 2, 2023Updated 2 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 4 years ago
- The Model for Economic Tipping (point) Analysis☆13Nov 21, 2025Updated 4 months ago
- Predictive analysis of the OLMAR algorithm☆13Dec 30, 2016Updated 9 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.
- ☆14Jul 23, 2017Updated 8 years ago
- A python library for generating macro-economic scenarios☆10Dec 17, 2024Updated last year
- Using kmeans clustering, hierarchical clustering, and dynamic time warp to find natural groups in mutual funds and broker dealer offices☆12Jun 8, 2018Updated 7 years ago
- Thesis project about Unsupervised anomaly detection on the streaming time-series data of porfolio risk measures and returns.☆23May 31, 2018Updated 7 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 2 years ago
- A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.☆11Aug 17, 2025Updated 7 months ago
- Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regu…☆16May 19, 2022Updated 3 years ago
- Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rate…☆22Sep 3, 2024Updated last year
- Option pricing using Black-Scholes model, Bachelier model, Binomial Trees and Monte Carlo simulation under different stochastic processes☆19Jul 24, 2022Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆18Sep 5, 2019Updated 6 years ago
- System for using ARIMAX models to trade options on the S&P 500.☆17Oct 2, 2023Updated 2 years ago
- Applied Finance Project from UCLA Anderson, using natural language processing techniques to classify and summarize quantitative finance r…☆18Dec 24, 2018Updated 7 years ago
- Repository for distributed autonomous investment banking☆19Apr 24, 2017Updated 8 years ago
- Unsupervised Clustering and Meta-analysis using Gaussian Mixture Copula Models☆15Nov 4, 2021Updated 4 years ago
- Hull-White 1/2 Factor Dynamics☆15Aug 20, 2022Updated 3 years ago
- Using flet and SQLAlchemy☆22Mar 20, 2025Updated last year
- Computational Finance and FinTech / M.Sc. International Finance / Berlin School of Economics and Law Berlin☆17Jun 9, 2025Updated 9 months ago
- Affine term structure modeling Python package. See LICENSE for terms of use.☆15Aug 29, 2016Updated 9 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting with the flexibility to host WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Cloudways by DigitalOcean.
- Art evaluation analytics☆21Dec 12, 2014Updated 11 years ago
- An interactive jupyter notebook to help you screen your stocks☆10Apr 21, 2018Updated 7 years ago
- Corporate bond price prediction model☆15Oct 13, 2020Updated 5 years ago
- Extracting sentiment from financial statements using neural networks☆21Jun 4, 2018Updated 7 years ago
- Hi, here is a collection of researches and codes on cool topics for me written during my free time!☆21Sep 25, 2025Updated 6 months ago
- An intuitive library to plot evaluation metrics.☆17Oct 22, 2024Updated last year
- Solution of the given task of predicting the buying and selling volume of the corporate bonds.☆19Sep 27, 2017Updated 8 years ago
- This repository contains all the code and data used in our article titled “Estimating international trade status of countries from global…☆10Jul 6, 2023Updated 2 years ago
- ☆12Apr 25, 2019Updated 6 years ago
- DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆22Mar 14, 2016Updated 10 years ago
- Team "Imperial Isle" Final Round Code for IMC Prosperity 3 Global Trading Challenge☆31Apr 30, 2025Updated 11 months ago
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11May 13, 2018Updated 7 years ago
- Useful Python Utility function for Data mining and Data pre-processing of important financial data☆10Sep 30, 2019Updated 6 years ago
- A Simple Dashboard UI Written in Python With tkinter Framework.☆20Aug 30, 2022Updated 3 years ago
- A boilerplate for building Software-as-Service (SAAS) you can also self-hosted on your computer , accessed from browser and cross platfor…☆24Jun 2, 2023Updated 2 years ago
- A simple bond trading application☆17Jan 16, 2025Updated last year