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baruch-mfe-credit-risk-modeling

black-scholes-option-pricing-with-monte-carlo-

The purpose of this notebook is to explore different methods for the valuation of options within the framework of the Black-Scholes pricing model with the use of Python. In particular, we will rely on Monte Carlo methods for the pricing of european call options, and compare the results with those obtained through the exact Black-Scholes solution.

computational_finance

Projects focusing on investigating simulations and computational techniques applied in finance

credit_scoring

Project On Credit Scoring on German Credit Data Using R Language

default-swaption-pricing-and-counterparty-credit-risk-valuation

diebold_bondyield

Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.

elasticsearch

Open Source, Distributed, RESTful Search Engine

finance

Python, IDL, and R codes to perform simple analysis of financial markets and portfolios

financeprojects

hobby projects in python for finance

financial-models-numerical-methods

Collection of notebooks about quantitative finance, with interactive python code.

gofree

how-to-check-if-time-series-data-is-stationary-with-python

How to Check if Time Series Data is Stationary with Python

mf_mbs_default_risk

Analysis of multifamily mortgage backed security default risk.

quantandfinancial

This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com

regscorepy

This is the repo for a python package that does model comparison between different regression models.

socket-programming

stepwisereg

Stepwise Regression-Python

sturdy-guacamole

tutorials

Ipython notebooks for math and finance tutorials

valuation-callables-hullwhite

Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.

var-backtesting

Implementation of a variety of Value-at-Risk backtests