Pinned Repositories
all-of-statistics
Self-study on Larry Wasserman's "All of Statistics"
book_irds3
Code repository for Pricing and Trading Interest Rate Derivatives
CMSSpreadPricing
Set of functions directed to compute Constant Maturity Swaps convexity adjustments and CMS Spread Options prices
cra-pricer
cra
credit-risk-modelling
Credit-Risk Modelling Libraries
EffectiveMarkovianProjection
Code for the paper "Effective Markovian Projection: Application to CMS Spread Options and Mid-Curve Swaptions", Felpel, Kienitz, McWalter
Engine
Open Source Risk Engine
Fair-valuations-and-Premium-calculations-of-Life-Insurance-Products
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
FinancialEngineering_IR_xVA
EazyDS's Repositories
EazyDS/all-of-statistics
Self-study on Larry Wasserman's "All of Statistics"
EazyDS/book_irds3
Code repository for Pricing and Trading Interest Rate Derivatives
EazyDS/CMSSpreadPricing
Set of functions directed to compute Constant Maturity Swaps convexity adjustments and CMS Spread Options prices
EazyDS/cra-pricer
cra
EazyDS/credit-risk-modelling
Credit-Risk Modelling Libraries
EazyDS/EffectiveMarkovianProjection
Code for the paper "Effective Markovian Projection: Application to CMS Spread Options and Mid-Curve Swaptions", Felpel, Kienitz, McWalter
EazyDS/Engine
Open Source Risk Engine
EazyDS/Fair-valuations-and-Premium-calculations-of-Life-Insurance-Products
EazyDS/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
EazyDS/FinancialEngineering_IR_xVA
EazyDS/IFRS17
IFRS17 - Projects - Lifelib, Formulas, Simulations, Anaconda, Jupyter Notebook.
EazyDS/ime-2017-workshop-computational-actuarial-science-r
Computational actuarial science with R - IME 2017 Workshop
EazyDS/Interest-Rate-Modelling-Baruch
Interest Rate Models, Baruch group project
EazyDS/IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
EazyDS/fourier-lab
Code for master thesis about application of FFT technique in Spread option valuation field (based on papers from Hurd Zhou and Dempster Hong)
EazyDS/LeeCarter
Replication material for: Deterministic and stochastic trends in the Lee-Carter mortality model
EazyDS/Libor-Market-Model
Implementation of term structure model project
EazyDS/life
Life Insurance
EazyDS/Life-Insurance-Premium-Calculator
Life insurance cost of coverage calculator web application using R's shiny
EazyDS/nonlife
Non Life Insurance
EazyDS/Papers
My Quant Research Papers (incl. Coding & Excel Examples)
EazyDS/pricing-range-accrual-products
This repository contains the code used for Pricing Range Accrual Products.
EazyDS/qrm
qrm
EazyDS/quant-library-market-risk
A collection of resources for Quantitative Market Risk
EazyDS/QuantFinanceBook
Quantitative Finance book grzelak
EazyDS/QuantLib-SWIG
QuantLib wrappers to other languages
EazyDS/QuantLibPythonExamples
Reimplementing QuantLib examples by Python
EazyDS/SimBEL
Un modele de simulation Monte-Carlo s'appuyant sur une projection d'un canton (actif et passif) permettant l'evaluation des provisions best estimate d'un contrat d'epargne francais en euros. Plusieurs chocs de la formule standard peuvent etre effectues.
EazyDS/StatisticalLearningRepos
Statistical learning Repository in R (ISLR) by Ezechiel-André
EazyDS/stats
statistics