R Packing Calculating Credit Risk Valuation Adjustments
☆18Oct 17, 2022Updated 3 years ago
Alternatives and similar repositories for xVA
Users that are interested in xVA are comparing it to the libraries listed below
Sorting:
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆21Aug 24, 2022Updated 3 years ago
- SOFR curve bootstrapping☆27Jul 17, 2020Updated 5 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆43May 22, 2024Updated last year
- Compare 2 basketball players by reading/comparing NBA stats in an Excel sheet.☆11Aug 19, 2018Updated 7 years ago
- Conformal Prediction library for Orange3☆10May 24, 2019Updated 6 years ago
- SAS and Python code examples for use with SAS Viya Workbench.☆11Jun 26, 2024Updated last year
- Datawheel Homepage☆12Apr 11, 2023Updated 2 years ago
- Anaconda plugin for StarCluster☆21Aug 14, 2024Updated last year
- classifier two-sample test for video anomaly detections☆11Jul 3, 2019Updated 6 years ago
- Some useful Git commads☆11Sep 26, 2018Updated 7 years ago
- pretab is a flexible and extensible preprocessing library for tabular data, built on top of scikit-learn. It provides advanced transforma…☆15Jul 2, 2025Updated 8 months ago
- Script for automating the uploading of a new podcast☆11Mar 14, 2017Updated 8 years ago
- Rotate logfiles (and other files) from R☆12Oct 17, 2022Updated 3 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated 8 months ago
- High Dimensional Discriminant Analysis in R☆11Jul 11, 2019Updated 6 years ago
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated 11 months ago
- Code from my different presentations☆13Feb 24, 2026Updated last week
- Algorithm-agnostic significance testing in supervised learning with multimodal data☆10Nov 5, 2025Updated 4 months ago
- ☆12Mar 17, 2025Updated 11 months ago
- CPI: Conditional Predictive Impact☆12Nov 25, 2024Updated last year
- python library for trading strategies & analyzing☆11Jan 22, 2019Updated 7 years ago
- R devel with ASAN / UBSAN sanitizers☆11Feb 24, 2026Updated last week
- This holds iPython notebooks and lecture slides for the Intro to Data Science Master's course I teach at NYU.☆11Jul 13, 2017Updated 8 years ago
- Technical guidelines around R programming☆14Dec 1, 2025Updated 3 months ago
- ☆14Nov 9, 2013Updated 12 years ago
- Toda explicação escrita com imagens e fluxograma sobre o meu TCC, além de todos os notebooks comentados. Usei dados da API da Yahoo Finan…☆11Jun 22, 2020Updated 5 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Aug 6, 2017Updated 8 years ago
- View the slides here: https://rawgit.com/benmarwick/CSSCR-2018-R-Markdown-for-Research-Students/master/uw-csscr-huskydown-slides.html☆16Apr 4, 2018Updated 7 years ago
- An excerpt from our financial valuation model of SpaceX☆31Jun 10, 2025Updated 8 months ago
- Simple starter CMake project that uses NVBench.☆15May 6, 2025Updated 9 months ago
- csv file from official reports for COVID19 in Ecuador☆11Apr 24, 2020Updated 5 years ago
- Material for tutorial on parallel computing in R at the useR!2017 conference in Brussels☆11Jul 4, 2017Updated 8 years ago
- Robust deep hedging and Non-linear generalized affine processes☆14Mar 7, 2025Updated 11 months ago
- A grammar of recurring calendar events.☆15Jul 9, 2023Updated 2 years ago
- 🐍 Python servers (gunicorn, Nginx) for macOS 🍎☆12Updated this week
- ☆13May 6, 2017Updated 8 years ago
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆10Feb 26, 2026Updated last week
- Leiningen plugin responsible for finding possible vulnerabilities in clojure applications.☆11Sep 25, 2021Updated 4 years ago