yipeichan / Life-Insurance-with-Annuity
A pricing program for a whole-life insurance with annuity
☆10Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for Life-Insurance-with-Annuity
- Notebook and assignment for Coursera course: Introduction to Computational Finance and Financial Econometrics by Eric Zivot☆12Updated 6 years ago
- Development space for PhD in Finance☆33Updated 4 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…☆10Updated 3 years ago
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Portfolio optimization with cvxopt☆15Updated last year
- ☆11Updated 3 years ago
- Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, est…☆25Updated 3 months ago
- A Program to calculate the price of American put or call option with Least Square Monte Carlo☆13Updated last year
- Code for Machine Learning for Algorithmic Trading, 2nd edition.☆17Updated 2 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆15Updated 7 months ago
- Jupyter notebooks on portfolio construction and analysis - EDHEC☆41Updated 5 years ago
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆9Updated 7 years ago
- Modeling volatility project for ODSC East 2019☆14Updated last year
- Financial risk analysis on a stocks portfolio through the VaR (Value at Risk), using Monte Carlo Simulation and Multiple Linear Regressio…☆19Updated 4 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆27Updated last year
- Loose collection of Jupyter notebooks, mostly for my blog☆28Updated last week
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆17Updated 5 years ago
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆15Updated 4 years ago
- Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rate…☆19Updated 2 months ago
- Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement…☆26Updated 4 years ago
- Allows the generation of optimal portfolios with CoIn, Gumbel, and no copula constraint for the stochastic interest rate - constant elast…☆12Updated last year
- Resources for Quantitative Finance☆14Updated last year
- Application to finance☆19Updated last month
- Repository for teachings on Quant Finance☆48Updated 5 years ago
- ☆12Updated last year
- ☆15Updated 6 years ago
- Portfolio Optimization and Quantitative Strategic Asset Allocation in Python☆14Updated 3 months ago
- Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…☆24Updated 6 months ago
- Implementation of a variety of Value-at-Risk backtests☆35Updated 5 years ago
- Implementation of financial models in pricing derivatives and implementation of python object oriented programming (OOP) features: 1. Fi…☆15Updated 6 years ago