bobosky

bobosky's Stars

• mgroncki/IPythonScripts

  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

  Language:Jupyter Notebook14716070

• janushendersonassetallocation/loman

  Loman is a Python library designed to allow quantitative researchers to control complex live updating calculation processes

  Language:Python9452913

• Robin-Guilliou/Option-Pricing

  Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

  Language:Jupyter Notebook705016

• bentruitt/MF_MBS_Default_Risk

  Analysis of multifamily mortgage backed security default risk.

  Language:Python304011

• RIVACON/RiVaPy

  Risk & Valuation in Python

  Language:Jupyter Notebook204556

• austingriffith94/distance_to_default

  Solves for the naive, direct and iterative (KMV) distance to default and probability of default for firms from 1970 to 2015.

  Language:SAS105

• 732jhy/cdstools

  For calculating CDS spreads and bootstrapping hazard rates from CDS spreads

  Language:Python9213

• jocoder22/PythonDataScience

  This project is a Python Data Science Course

  Language:Jupyter Notebook5200

• ck2w/FE_Projects

  Financial Engineering Projects

  Language:HTML4200

• bobosky/Jupyter-Notebooks

  Quantitative Risk Book

  Language:Jupyter Notebook30015

• GuanyiLi-Craig/Financial-Engineering

  Financial Engineering

  Language:Jupyter Notebook32

• ilchen/RMaFI

  Solutions for exercises from John C. Hull's Risk Management and Financial Institutions

  Language:Jupyter Notebook3300

• nurky17/Merton-NIG-Probability-of-Default

  The code of the EM algorithms and the calculation of probability of default

  Language:Python3

• pklesk/fast_rboost_bins

  FastRealBoostBins: An ensemble classifier for fast predictions implemented in Python using numba.jit and numba.cuda

  Language:Python31

• rrozewsk/Credit-Risk-Project

  Language:Jupyter Notebook3320

• shining-cloud/Simulation

  Simulation codes for derivatives pricing

  Language:Python3

• zyzsocool/FXIncome

  A quantitative tool for fixincome instrument

  Language:Python31010

• bulbuntu/notes

  Random notes

  Language:Jupyter Notebook21

• Bunkus1/Financial-data

  Language:Jupyter Notebook2

• EM51641/Bonds_Assesments-

  Tool that could be used to assess basic credit risks and OAS rates on bonds

  Language:Python20

• gideon1971/FinancePy

  Language:Jupyter Notebook20

• jaen15marcos/Undergrad.Projects

  College/HS

  Language:Python20

• kristianRF/OeconOnlineAppendix

  An online appendix for my final thesis, presented for the MSc Advanced Economics and Finance degree.

  Language:Jupyter Notebook2

• liang-xc/risk

  Language:Python2

• MeetShah1997/yieldcurve_interpolation

  Estimated daily continuous yield curve & instantaneous forward rate curve by fitting cubic spline function for a Q1 of January 2020. We used each of the 78 dates in Q1 of January 2020 to price bonds with 17 maturity dates using data science libraries of python like GEKKO, NumPy, Pandas and matplotlib for plotting the curves

  Language:Jupyter Notebook2

• sleep3r/MBS

  Language:Jupyter Notebook2100

• KhrisCodes22/BondPricing

  This was an assignment for school

  Language:Python1

• modi975/Credit_Risk

  Language:Jupyter Notebook11

• Rua-ALG/APM466-A1

  Language:Jupyter Notebook1

• trananhthong/sebcreditrisk

  Language:Python1200