This project forked from t-vi/interesting-rates
Economic models and things in Pytorch
Thomas Viehmann [email protected]
In this repository I collect sample code around topics in financial and risk modelling and interest rates in particular.
I mainly use Jupyter notebooks and pytorch.
Highlights:
Note that these models are provided for educational and informative purposes only. I shall not be liable for any (mis-) behaviour, mathematical mistakes, bugs or other.
I have written them in my spare time / vacation and they do not reflect work or opinions of my employer.
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