mathadm's Stars
lukas-blecher/LaTeX-OCR
pix2tex: Using a ViT to convert images of equations into LaTeX code.
tebelorg/RPA-Python
Python package for doing RPA
jonkrohn/ML-foundations
Machine Learning Foundations: Linear Algebra, Calculus, Statistics & Computer Science
ProfSynapse/Synapse_CoR
automagica/automagica
AI-powered Smart Robotic Process Automation π€
open-rpa/openrpa
Free Open Source Enterprise Grade RPA
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.
wechaty/python-wechaty
Python Wechaty is a Conversational RPA SDK for Chatbot Makers written in Python
tstanislawek/awesome-document-understanding
A curated list of resources for Document Understanding (DU) topic
A9T9/RPA
Ui.Vision Open-Source RPA Software - Robotic Process Automation with Computer Vision and OCR, Selenium IDE compatible.
saucepleez/taskt
taskt (pronounced 'tasked' and formely sharpRPA) is free and open-source robotic process automation (rpa) built in C# powered by the .NET Framework
needleworm/bhban_rpa
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yhilpisch/dx
DX Analytics | Financial and Derivatives Analytics with Python
zack-bitcoin/amoveo
A blockchain for trust-free markets in financial derivatives
AnthonyBradford/optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
jmpaz/promptlib
A collection of prompts for use with GPT-4 via ChatGPT, OpenAI API w/ Gradio frontend & notebook
spedygiorgio/lifecontingencies
Financial and Actuarial Mathematics for Life Contingencies
ProfSynapse/Super_Synapse
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
ws-garcia/VBA-Expressions
A powerful string expression evaluator for VBA and LO Basic, which puts more than 100 mathematical, statistical, financial, date-time, logic and text manipulation functions at the user's fingertips.
simicd/smith-wilson-py
Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates
rstreppa/valuation-callables-HullWhite
Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.
bdingjd/One-Factor-Hull-White-Pricing-Model
oronimbus/HW1F-HW2F
Hull-White 1/2 Factor Dynamics
open-source-modelling/Smith_Wilson_python
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
AIMLModeling/Hull-White-Model-Calibration
The Hull-White model is a single-factor interest model used to price interest rate derivatives. The Hull-White model assumes that short rates have a normal distribution and that the short rates are subject to mean reversion. In its most generic formulation, it belongs to the class of no-arbitrage models that are able to fit today's term structure of interest rates. I compared Vasicek model and Hull White model, then calibrated Hull White model with Python. You are welcome to provide your comments and subscribe to my YouTube channel.
parcr/lifeactuary_1.2
lifeactuary is a Python library to perform actuarial mathematics on life contingencies and classical financial mathematics computations. Versatile, simple and easy to use. The main functions are implemented using the usual actuarial approach, making it a natural choice for the life actuary.
qrana/financial-maths
Collection of programs for financial mathematics and statistics
jxich0621/Hull-White-Model-Calibration
Using 228 cap prices with different expiry and maturity dates as model input. Then compiled an optimization function in MATLAB to minimize the rooted standard error between market cap prices and the cap prices derived from the model. Finally used Monte-Carlo methods to examine the model, and used 3D visualization tools to output volatility surfaces.
dsgit2020/OneFactorHullWhiteTermStructureFitting