Ecosyste.ms: Repos
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GitHub topics: hull-white
ahgperrin/PyCurve
PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.
Language: Python - Size: 13 MB - Last synced: 27 days ago - Pushed: almost 3 years ago - Stars: 27 - Forks: 4
open-source-modelling/Light_Economic_Generator
Open-source stochastic economic scenario generator.
Language: HTML - Size: 480 KB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 3 - Forks: 0
open-source-modelling/insurance_python
All Python algorithms published by Open Source Modelling in one place.
Language: Jupyter Notebook - Size: 51.6 MB - Last synced: about 2 months ago - Pushed: about 2 months ago - Stars: 32 - Forks: 5
ccjeremylo/FinEng-in-IRFX
Financial Engineering in IRFX in C++
Language: Jupyter Notebook - Size: 3.42 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 0 - Forks: 0
open-source-modelling/Hull_White_properties_python
Mathematical derivation for properties of the Hull White short rate model.
Language: Jupyter Notebook - Size: 1.24 MB - Last synced: about 2 months ago - Pushed: 11 months ago - Stars: 3 - Forks: 1
anshhagrawal/Interest-Rate-Models
In this jupyter notebook an attempt was made to predict interest rate movements by Monte Carlo Simulations using the Vasicek, Cox-Ingerson-Ross, and Hull & White Model
Language: Jupyter Notebook - Size: 404 KB - Last synced: 8 months ago - Pushed: 8 months ago - Stars: 0 - Forks: 0
lcsrodriguez/CuttingEdge-Milliman
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
Language: Jupyter Notebook - Size: 22.6 MB - Last synced: 9 months ago - Pushed: 10 months ago - Stars: 2 - Forks: 0
pmontalb/MarkovModels
Classical models implemented from a Markov operator's perspective
Language: Python - Size: 1010 KB - Last synced: about 1 year ago - Pushed: about 6 years ago - Stars: 8 - Forks: 4
