Analytics labs notebooks for Statistics and Business School students
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Updated
Apr 10, 2024 - Jupyter Notebook
Analytics labs notebooks for Statistics and Business School students
CLI bond calculator that computes bond YTM, price, duration, and convexity.
Python class and jupyter iPython notebook for pricing a fixed coupon bond
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
Artificial Neural Network - Corporate Investment Grade Bond Rating
Collection of projects oriented around the computational finance domain.
Financial Models using vba script and Python
Finance R program - bond pricing, option pricing, and others
This repository includes the projects in the lessons that I took with datacamp.com
Computation of bond value
Bonds calculator for MOEX
FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
Calculates Bond Valuations
I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.
Toolkit for Fixed Income instruments
Nelson Siegel parametric model
🚨 A web application that notifies you about Brazilian treasury bond rates.
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