financialengineerlab Goto Github PK
Name: FineFinance
Type: User
Company: Non-Linear Financial Products
Bio: Non-Linear Structured Product Development
Name: FineFinance
Type: User
Company: Non-Linear Financial Products
Bio: Non-Linear Structured Product Development
Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.
Prices an FX option and creates a volatility surface.
Vanna-volga pricer for fx options
Value at Risk & Expected Shortfall calculation of different individual financing instruments using three traditional methods
Working basic prototype of variadic template based logging
Pricing American options using Variance Gamma dynamics and analytical approximations
Variance Based Sensitivity Analysis by the method of Saltelli
The VBA / VB editor (or VBE) is limited in the 16 colors it can use to render code text. The project aims to serve as a guide for adding your own custom colors to the palette.
Vitis Libraries
Volatility Modeling of Options done as part of an NCSSM Miniterm hosted by Credit Suisse.
A complete set of volatility estimators based on Euan Sinclair's Volatility Trading
Simple implementation of derivatives pricing
C++ library to get stock data from Yahoo Finance
A Python/Jupyter notebook project to understand the Yield Curve and its potential for forecasting a recession
This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
Work on C code
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.