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.
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
Financial Models using vba script and Python
Collection of projects oriented around the computational finance domain.
Python class and jupyter iPython notebook for pricing a fixed coupon bond
FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.
Computation of bond value
Bonds calculator for MOEX
Finance R program - bond pricing, option pricing, and others
Calculates Bond Valuations
🚨 A web application that notifies you about Brazilian treasury bond rates.
Artificial Neural Network - Corporate Investment Grade Bond Rating
This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
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.
Implementation of a fixed-rate bond pricer to compute various bond metrics (yield to maturity, price, duration, convexity...).
This PowerShell script fetches U.S. Savings Bond values using the web form located at https://www.treasurydirect.gov/BC/SBCPrice
Options and derivative terminal | Modern Bonds Search Engine.
Moduł do Finance::Quote (i GnuCash) obliczający wartość polskich obligacji skarbowych.
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