Alternatives and similar repositories for SA-CCR-Code:

Users that are interested in SA-CCR-Code are comparing it to the libraries listed below

• xvacode / xVA
  R Packing Calculating Credit Risk Valuation Adjustments
  ☆16Updated 2 years ago
• PacktPublishing / Learning-Quantitative-Finance-with-R
  Code repository of Learning Quantitative Finance with R by Packt
  ☆42Updated last year
• cheerzzh / R_for_Quantitative_Finance
  ☆50Updated 9 years ago
• eehlers / QuantLibXL
  An Excel addin for QuantLib.
  ☆18Updated 11 months ago
• jiaqiyao620 / credit-risk-management
  Class materials of Credit Risk Management taught by prof. Ed Hayes
  ☆11Updated 6 years ago
• juanhenao21 / financial_response_spread_year
  Price response function and spread impact analysis in correlated financial markets
  ☆15Updated this week
• emman27 / asian-option-pricing
  Pricing Asian options using finite difference schemes in Python
  ☆11Updated 7 months ago
• agabrielsen / credit-risk
  Credit Risk - IRB Model Validation - BASEL Requirement
  ☆10Updated 9 years ago
• Apress / testing-and-tuning-market-trading-systems
  Source Code for 'Testing and Tuning Market Trading Systems' by Timothy Masters
  ☆62Updated 6 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 5 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• mfrdixon / Deep_Fundamental_Factors
  Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677
  ☆61Updated 2 years ago
• keblu / MSGARCH
  MSGARCH R Package
  ☆81Updated 2 years ago
• wilki2021 / hedgeit
  ☆14Updated 11 years ago
• romanmichaelpaolucci / Pricing_Exotic_Options
  Library for simulation and analysis of vanilla and exotic options
  ☆31Updated 4 years ago
• VermeirJellen / Financial_Risk_Modeling_Research
  Practical applications towards risk-centric portfolio management
  ☆43Updated 8 years ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆35Updated 6 years ago
• daleroberts / heston
  Implementations of the Heston stochastic volatility model
  ☆24Updated 9 years ago
• klausspanderen / RHestonSLV
  ☆17Updated 3 years ago
• nathantheshark / finance
  Financial modeling in R
  ☆25Updated 4 years ago
• TommasoBelluzzo / BaselTools
  A framework for estimating Basel IV capital requirements.
  ☆22Updated 5 years ago
• mmport80 / QuantLib-with-Python-Blog-Examples
  Financial security modelling with Python and QuantLib
  ☆34Updated 10 years ago
• TommasoBelluzzo / HistoricalVolatility
  A framework for historical volatility estimation and analysis.
  ☆34Updated 4 years ago
• ailzy / RISKIM
  Assets' Risk Management Using Mean-Variance Opt Based On Mult-Factors Trending Prediction
  ☆30Updated 7 years ago
• prmkowalski / filib
  Factor Investing Library
  ☆22Updated 2 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆28Updated 2 years ago
• pcaspers / Quantuccia
  header only essentials of QuantLib
  ☆25Updated 7 years ago