GregorFabjan

GregorFabjan's Stars

• ethereum/solidity

  Solidity, the Smart Contract Programming Language

  Language:C++23.3k7216k5.8k

• fumitoh/modelx

  Use Python like a spreadsheet!

  Language:Python97168621

• open-source-modelling/insurance_python

  All Python algorithms published by Open Source Modelling in one place.

  Language:Jupyter Notebook35674

• open-source-modelling/Open_Source_Economic_Model

  First open-source asset-liability model.

  Language:Jupyter Notebook152296

• wjwillemse/solvency2-data

  Package for reading the Solvency 2 Risk-Free Interest Rate Term Structures and deriving the term structures for alternative extrapolations

  Language:Python106167

• open-source-modelling/one_factor_Hull_White_python

  Simple implementation of the one factor Hull-White model of short rates.

  Language:Python8202

• open-source-modelling/Vasicek_one_factor_python

  One factor Vasicek model in Python.

  Language:Python8202

• open-source-modelling/insurance_jupyter

  All Jupyter Notebooks implemented by Open Source Modelling in one place.

  Language:Jupyter Notebook5201

• open-source-modelling/two_factor_vasicek_python

  Simple Two factor Vasicek model of inflation.

  Language:Python5203

• open-source-modelling/black_sholes_python

  Black and Sholes model for simulating the stock market in Python.

  Language:Python4311

• open-source-modelling/Hull_White_stochastic_scenarios_checks_python

  Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.

  Language:Jupyter Notebook4201

• open-source-modelling/Metropolis_Hastings_Black_Sholes_ESG

  Bayesian maximum likelihood of a Black Sholes stochastic scenario generator.

  Language:Jupyter Notebook420

• GregorFabjan/black_sholes_python

  Black and Sholes model for simulating the stock market in Python

  Language:Python3100

• open-source-modelling/Black_Sholes_italiano_python

  Modello di Black-Scholes per simulare il prezzo di un' tittolo.

  Language:Python3201

• open-source-modelling/bootstrap_stazionario_italiano_python

  Un metodo di campionamento a blocchi per serie storiche debolmente dipendenti.

  Language:Python3201

• open-source-modelling/EIOPA_Monthly_rfr_check

  Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.

  Language:Jupyter Notebook320

• open-source-modelling/EIOPA_Smith_Wilson_test

  Example of recalculation of the EIOPA RFR curve.

  Language:Jupyter Notebook3201

• open-source-modelling/Hull_White_properties_python

  Mathematical derivation for properties of the Hull White short rate model.

  Language:Jupyter Notebook3101

• open-source-modelling/lifelib

  Python package of actuarial models, tools, examples and learning materials.

  Language:Jupyter Notebook300

• open-source-modelling/Light_Economic_Generator

  Open-source stochastic economic scenario generator.

  Language:HTML3221

• open-source-modelling/Smith_Wilson_italiano_python

  Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.

  Language:Python3201

• GregorFabjan/SBTi-finance-tool

  This toolkit helps companies and financial institutions to assess the temperature alignment of current targets, commitments, and investment and lending portfolios, and to use this information to develop targets for official validation by the SBTi. See the wiki for a change log.

  Language:Python210

• GregorFabjan/two_factor_vasicek_python

  Simple Two factor Vasicek model of inflation

  Language:Python210

• GregorFabjan/vasicek_one_factor_python

  One factor Vasicek model in Python

  Language:Python210

• open-source-modelling/assicurazione_python

  Tutti gli algoritmi con documentazione italiana, scritti in Python, in un unico posto.

  Language:Python2201

• open-source-modelling/dothan_one_factor_python

  Python implementation of the Dothan short-rate model.

  Language:Python2201

• open-source-modelling/Nelson_Siegel_Svansson_python_ita

  Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.

  Language:Python2201

• open-source-modelling/Vasicek_un_fattore_python_ita

  Simula una serie temporale di tassi utilizzando il modello Vasicek a un fattore.

  Language:Python220

• GregorFabjan/smith-wilson_javascript

  Implementation of the Smith & Wilson algorithm in javascript

  Language:JavaScript110

• GregorFabjan/smith_wilson_matlab

  Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript

  Language:MATLAB110