yipeichan / Life-Insurance-with-Annuity
A pricing program for a whole-life insurance with annuity
☆10Updated 4 years ago
Alternatives and similar repositories for Life-Insurance-with-Annuity:
Users that are interested in Life-Insurance-with-Annuity are comparing it to the libraries listed below
- ☆12Updated last year
- Development space for PhD in Finance☆33Updated 5 years ago
- Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european sw…☆16Updated 6 years ago
- Support financial data science workflow, manage large structured and unstructured data sets, and apply financial econometrics and machine…☆41Updated 2 weeks ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Updated 3 years ago
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆18Updated 2 years ago
- CAPSTONE Project for Msc Financial Engineering☆11Updated 6 years ago
- Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option pr…☆12Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possibl…☆16Updated 2 years ago
- This repository contains python code to create, backtest and automate intraday-trading algorithms in financial markets using Machine Lear…☆9Updated 3 years ago
- This repo is for my articles published on Medium.com☆16Updated 2 years ago
- This contains notebooks and scripts used to support my writing in WILMOTT Magazine.☆17Updated 11 months ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆28Updated 5 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆13Updated last year
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆11Updated 6 years ago
- Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"☆31Updated 2 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆22Updated 4 years ago
- Modifying the Shiller CAPE Ratio to adjust for changing economic conditions.☆15Updated 2 years ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provi…☆21Updated 4 years ago
- ☆14Updated 3 years ago
- applications for risk management through computational portfolio construction methods☆40Updated 4 years ago
- ☆22Updated 3 years ago
- Modeling volatility project for ODSC East 2019☆15Updated 2 years ago
- A Quantitative Finance Engineering Project☆12Updated 2 years ago
- Robust Statistical Arbitrage Strategies☆16Updated 3 years ago
- Financial Strategy Resources☆15Updated 2 years ago
- Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Eu…☆24Updated 2 weeks ago