atefehm91's Stars
dcajasn/Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
QuantEcon/QuantEcon.py
A community based Python library for quantitative economics
dpicone1/Vasicek_CIR_HoLee_HullWhite_Models_Python
Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
WarrenWeckesser/odeintw
odeintw provides a wrapper of scipy.integrate.odeint that allows it to handle complex and matrix differential equations.
blckswmngbrd/PyPortfolioOptimizationNotebooks
Python Jupyter Notebooks for Financial Portfolio Optimization
Imlerith/Jump-Diffusion-Calibrator
Calibration of parameters of Heston and Bates models using Markov Chain Monte Carlo (MCMC)
CianODuffy/LiborMarketModel
Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european swaption implied volatilities.
harshhacks/quantparadise
Interest-rate modeling and Fixed Income Pricing in Python
daniel-fudge/Heston-Option-Pricing
Monte Carlo pricing of the Heston model for stochastic volatility
aarwitz/PortfolioOptimizer
Portfolio optimization in Python
elyazidassade/cir_vasicek_models
Short term interest rates forecast - Vasicek and CIR models
Roach1994/Heston-Model-Analytical-and-Simulation
Heston Model Analytical answers and 4 different Simulation schemes
Royz2123/Heston-Model
Research work on Implied volatility of Stock Prices
davidtchouta/Financial-Modelling
Some Python and VBA codes for options and bonds valuation : 1) Binomial method of options valuation 2) Black and Scholes method options valuation 3) Black and Scholes method greeks valuation 4) Monte Carlo method options valuation (Antithetical method and pure random) 5) Monte Carlo method options greeks valuation 6) Bond valuation 7) Implied Volatility 8) VaR / CVaR valuation
MarioTawfelis/Heston-Stochastic-Volatility-Model
A MATLAB implementation of the Heston Stochastic Volatility Model. The model is used to price options using Monte Carlo and numerical methods to integrate the characteristic function.
ShawnJie/Term-Structure-for-future-rates
Use 2 factor Vasicek model to carry out the estimation with the constant-maturity Eurodollars
SmilingMountain/monte_carlo_simulation_imf
A Monte Carlo simulation of a stellar cluster based on the stellar mass probability distribution at birth, called the Initial Mass Function (IMF)
acamalvarez/ODEsPython
This is a code for learning how to solve a system of ordinary differential equations in python
aparkerlue/two_factor_vasicek_model
Two-factor Vasicek model.
barsand/buildcdf
Python package to generate input data for Cumulative Distribution Function (CDF) graphs plotted by tools such as Matplotlib.
HXT0009/Swaption-Calibration-using-Quantlib-C-
Swaption Calibration using QuantLib-C++ with the consideration of the interest rate models (G2+HullWhite)
KSpenko/ODEmethods
Methods for solving systems of ordinary differential equations in the case of initial value problems (ODE-IVP).
Dari-Khanda/Vasicek_Model
Financial projects
feliksce/pdf_powerlaw
Raw code for plotting pdf, cdf and ccdf of QD on and off times
huangxjia/VasicekModel
huangzz119/VasicekModeling
lia-ko/cir-vasicek-model-estimates
Molin-L/Vasicek
Vasicek Model
naveensaigit/RationalRiccatiSolver
An ODE solver which gives all rational solutions to Riccati Equations
QuantStats/VasicekModel