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GitHub / goo-goo-goo-joob / hse_stochastic_modeling

Calculation of the PFE metric for derivatives by the Monte Carlo simulation of risk factors

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/goo-goo-goo-joob%2Fhse_stochastic_modeling

Stars: 1
Forks: 0
Open Issues: 0

License: mit
Language: Jupyter Notebook
Repo Size: 11.7 MB
Dependencies: 5

Created: over 2 years ago
Updated: 25 days ago
Last pushed: over 2 years ago
Last synced: 25 days ago

Topics: fx-forward, interest-rate-swap, monte-carlo-simulation, option

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    Readme
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    Dependencies
    requirements.txt pypi