Pinned Repositories
OVME-varswap-pricer
Pricing of the fair variance swap strike according to bloomberg OVME method
CDO-Loss-Pricer
Implementation of the Hull White recursive method to price CDO default leg with gaussian copula
neutralino-basic-app
simple-websocket-server
A python based websocket server that is simple and easy to use.
jlopvet's Repositories
jlopvet/neutralino-basic-app
jlopvet/OVME-varswap-pricer
Pricing of the fair variance swap strike according to bloomberg OVME method
jlopvet/simple-websocket-server
A python based websocket server that is simple and easy to use.
jlopvet/CDO-Loss-Pricer
Implementation of the Hull White recursive method to price CDO default leg with gaussian copula