TMRPenn

TMRPenn's Stars

• lballabio/QuantLib

  The QuantLib C++ library

  Language:C++5.5k2616191.8k

• domokane/FinancePy

  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

  Language:Jupyter Notebook2.2k70122325

• areed1192/sigma_coding_youtube

  This is a collection of all the code that can be found on my YouTube channel Sigma Coding.

  Language:Jupyter Notebook1.1k10314800

• yhilpisch/dawp

  Jupyter Notebooks and code for Derivatives Analytics with Python (Wiley Finance) by Yves Hilpisch.

  Language:Jupyter Notebook600640371

• jamesmawm/Mastering-Python-for-Finance-source-codes

  Accompanying source codes for my book 'Mastering Python for Finance'.

  Language:Python517598277

• PacktPublishing/Mastering-Python-for-Finance-Second-Edition

  Mastering Python for Finance – Second Edition, published by Packt

  Language:Jupyter Notebook457267209

• LechGrzelak/Computational-Finance-Course

  Here you will find materials for the course of Computational Finance

  Language:Python388150138

• lballabio/QuantLib-SWIG

  QuantLib wrappers to other languages

  Language:SWIG34739194288

• omartinsky/QuantAndFinancial

  This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com

  Language:Jupyter Notebook126132127

• yhilpisch/eikondataapi

  Language:Jupyter Notebook95150122

• PacktPublishing/Mastering-Pandas-for-Finance

  Language:Jupyter Notebook558137

• jrvarma/bond_pricing

  Bond pricing using YTM or zero curve. Also basic NPV/IRR functions

  Language:Python31278

• MerinoRaul/IntroFinancialDerivatives

  Language:Jupyter Notebook26107

• omartinsky/AmericanMonteCarlo

  Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise features.

  Language:Jupyter Notebook25305

• yhilpisch/py4qf

  Python for Quant Finance -- The New Benchmark

  Language:Jupyter Notebook23209

• wegamekinglc/Derivatives-Algorithms-Lib

  AAD enabled and scripting included derivatives modeling.

  Language:C++20417

• sheldon0711/Pricing-convertible-bonds-

  Language:Jupyter Notebook18104

• nickderobertis/capiq-excel-downloader-py

  Capital IQ Data Downloader using Python to drive Excel Plugin

  Language:Python17235

• dselivanov/convbond

  convertible bond pricing

  Language:C++13408

• DragonSA/amf_research

  The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University of the Witwatersrand)

  Language:Python11408

• SunilVeeravalli/Bond-valuations

  Computation of bond value

  Language:Python11105

• rnfermincota/academic

  Language:HTML8103

• djoleglc/Pricing-Convertible-Bonds-using-Cox-Ross-Rubistein-model

  Pricing Convertible Bonds using Cox-Ross-Rubistein model for the course of Derivatives of the master in Financial Engineering at EPFL

  Language:Jupyter Notebook4102

• marcos-brasil/options-calculator

  Black Scholes Options Calculator

  Language:FreeBasic4102

• jrvarma/convertible-bonds

  Numerical valuation of convertible bonds and options on stocks

  Language:C++32

• gouthambs/FinLib

  Language:Python2320

• erfangc/SampleConvertibleBondCalculator

  Language:Java1200

• genis-marfa/Bond-pricing-through-finite-differences

  Using finite differences to price coupon bearing bonds, and American style convertible bonds

  Language:C++1

• jayhsieh/ConvertibleBond

  Language:C#1302

• kmatolcsy/convertibles

  Convertible Bond Pricing under Solvency II

  Language:Python11