max-fitzpatrick/bond_pricer

Python class and jupyter iPython notebook for pricing a fixed coupon bond

Language: Jupyter Notebook - Size: 13.7 KB - Last synced at: 21 days ago - Pushed at: over 6 years ago - Stars: 24 - Forks: 10

CBravoR/AdvancedAnalyticsLabs

Analytics labs notebooks for Statistics and Business School students

Language: Jupyter Notebook - Size: 12.2 MB - Last synced at: 2 months ago - Pushed at: 2 months ago - Stars: 30 - Forks: 17

Aluta-Paul/Financial-Risk-Modelling

A collection of quantitative finance models and risk analysis tools implemented in R. This repository includes projects on Value at Risk (VaR), Generalized Extreme Value (GEV) modeling, Bond Pricing, Sentiment Analysis in finance, and SMA-based trading strategies. These models help in portfolio risk assessment, financial forecasting, and algorithmi

Language: R - Size: 5.86 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0

prabhupavitra/Financial-Modeling

Financial Models using vba script and Python

Language: Jupyter Notebook - Size: 4.37 MB - Last synced at: about 2 months ago - Pushed at: about 4 years ago - Stars: 25 - Forks: 7

Thetechguy44/hasob-test

A portal that allows investors to buy bonds

Language: JavaScript - Size: 165 MB - Last synced at: 2 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0

s1dewalker/Bond-evaluating-bond

Bond Valuation and Analysis in Python

Language: Jupyter Notebook - Size: 169 KB - Last synced at: 2 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

vladislavpyatnitskiy/Fixed-Income-Analysis

Application of script in Fixed Income Analysis

Language: R - Size: 932 KB - Last synced at: 5 months ago - Pushed at: 5 months ago - Stars: 0 - Forks: 0

abdullahau/fixed-income

Fixed income math implemented in python and supported with theory. Based on Donald J. Smith's Bond Math: The Theory Behind the Formulas

Language: Jupyter Notebook - Size: 25.7 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0

katravathManoj/Pricing-Fixed-Income-Instruments

This project is designed to evaluate and price fixed-income instruments (bonds) and derivative instruments (swaps) under varying interest rate conditions.

Language: Jupyter Notebook - Size: 406 KB - Last synced at: 7 months ago - Pushed at: 7 months ago - Stars: 0 - Forks: 0

darrenwchang/covid-hackathon-20

Team project for the COVID-19 Policy Hackathon in June 2020.

Language: R - Size: 176 KB - Last synced at: 9 months ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

longtuge-w/Bond-Risk-Premium-by-Machine-Learning

Language: Jupyter Notebook - Size: 16.3 MB - Last synced at: 10 months ago - Pushed at: 10 months ago - Stars: 1 - Forks: 0

Kaligula0/Finance-Quote-module-Obligacje-Skarbowe

Moduł do Finance::Quote (i GnuCash) obliczający wartość polskich obligacji skarbowych.

Language: Perl - Size: 40 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 2 - Forks: 0

sakshamssr/ODT

Options and derivative terminal | Modern Bonds Search Engine.

Language: HTML - Size: 16.2 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 1 - Forks: 0

AtilioA/AlertaDoTesouro 📦

🚨 A web application that notifies you about Brazilian treasury bond rates.

Language: TypeScript - Size: 2.12 MB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 4 - Forks: 1

droconnel22/QuantLib_Cpp_Practice

Practice Questions using QuantLib 1.18 and Boost 17

Language: C++ - Size: 5.86 KB - Last synced at: about 1 year ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 0

Robin-Guilliou/Bond-Pricing

Implementation of a fixed-rate bond pricer to compute various bond metrics (yield to maturity, price, duration, convexity...).

Language: Jupyter Notebook - Size: 7.81 KB - Last synced at: 7 months ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 0

blckswmngbrd/ANN.BondRatings

Artificial Neural Network - Corporate Investment Grade Bond Rating

Language: Python - Size: 37.1 KB - Last synced at: over 1 year ago - Pushed at: almost 7 years ago - Stars: 3 - Forks: 8

dmitryy/moex-bonds

Bonds calculator for MOEX

Language: JavaScript - Size: 5.28 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 3

mcf-long-short/fixed-income-and-credit

Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

Language: Jupyter Notebook - Size: 1.14 MB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 9 - Forks: 4

SunilVeeravalli/Bond-valuations

Computation of bond value

Language: Python - Size: 606 KB - Last synced at: about 2 years ago - Pushed at: over 4 years ago - Stars: 10 - Forks: 3

bmoretz/Computational-Finance

Collection of projects oriented around the computational finance domain.

Language: C++ - Size: 22.8 MB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 18 - Forks: 8

zmhez/WorkSample_PricingPlatform

An intergrated platform coded for S&P Global SF pricing dept. An Excel-based pricing platform integrating excel, Database, Intex, and firm's software. Due to non-disclosure/confidentiality agreement, this is a slice of the code and some contents are omitted/masked/simplified/re-named

Language: Python - Size: 16.6 KB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

xixi0222/Zero-Coupon-Bond-Pricing-by-Monte-Carlo-Simulation

I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.

Language: Python - Size: 210 KB - Last synced at: about 2 years ago - Pushed at: over 5 years ago - Stars: 1 - Forks: 1

pontazaricardo/Finance_European_double-barrier_knock-out_call

This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.

Language: Matlab - Size: 2.54 MB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 0

pontazaricardo/Finance_BinomialTree_American-put_European-put

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).

Language: Matlab - Size: 2.42 MB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 3 - Forks: 3

kyz128/AFP-Using-Python

Arbitrage-free Pricing of Fixed Income Securities Using Python

Language: Jupyter Notebook - Size: 267 KB - Last synced at: over 2 years ago - Pushed at: about 5 years ago - Stars: 1 - Forks: 0

xliUNR/ZazoveExercises

Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

Language: Python - Size: 48.8 KB - Last synced at: about 2 years ago - Pushed at: almost 6 years ago - Stars: 2 - Forks: 3

dreary-ennui/Get-BondValues.ps1

This PowerShell script fetches U.S. Savings Bond values using the web form located at https://www.treasurydirect.gov/BC/SBCPrice

Language: PowerShell - Size: 45.9 KB - Last synced at: 1 day ago - Pushed at: over 5 years ago - Stars: 2 - Forks: 0

KarelZe/DHBW_MWI

MWI Projekt :mortar_board:

Language: Java - Size: 3.35 MB - Last synced at: 3 months ago - Pushed at: almost 6 years ago - Stars: 0 - Forks: 0

pontazaricardo/Finance_RelativeChange

This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.

Language: Matlab - Size: 248 KB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 1 - Forks: 0

pontazaricardo/Finance_American_average-rate_call

This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.

Language: Matlab - Size: 2.41 MB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 1