GitHub topics: swaptions
incentivus/incentivus.github.io
ABCD demo
Language: CSS - Size: 146 KB - Last synced at: about 1 year ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0
incentivus/ABCD
reference implementation
Language: Python - Size: 140 KB - Last synced at: about 1 year ago - Pushed at: over 2 years ago - Stars: 3 - Forks: 1
incentivus/articles
LaTeX source codes
Language: TeX - Size: 25 MB - Last synced at: about 1 year ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0
mkipnis/qldds
QLDDS - Data Distribution Service for QuantLib
Language: C++ - Size: 2.25 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 7 - Forks: 5
raj-rao-rr/Variance-Risk-Premia
Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD
Language: MATLAB - Size: 94.7 MB - Last synced at: 5 months ago - Pushed at: over 3 years ago - Stars: 2 - Forks: 2
ParaGroup/p3arsec
Parallel Patterns Implementation of PARSEC Benchmark Applications
Language: C++ - Size: 1.61 MB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 15 - Forks: 7
kissste/Treasury-Mortgage-Risk-Pricing-Hedging
Mortgage Valuation, Transfer Pricing, Hedging
Language: Python - Size: 10.7 KB - Last synced at: about 2 years ago - Pushed at: almost 4 years ago - Stars: 0 - Forks: 0
