Replicates the script for generating the Wu Xia shadow rate term structure model in python
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Updated
Jan 12, 2016 - Python
Replicates the script for generating the Wu Xia shadow rate term structure model in python
Software development techniques for solving problems in finance with Python
Algorithmic Trading and Random Walk
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
Comparisons of financial metrics (e.g. VaR vs CVaR/ES, simple vs log returns, etc.).
Collection of programs for financial mathematics and statistics
Export 15 years P&L and BS data from moneycontrol. Correlation analysis of various heads. Mean & Std. Graphs of YoY changes and projecting 10yr financials in python and exporting the data to Excel. Makes it easy for preparing Financial Models for Indian companies.
Applying Geometric Brownian Motion (GBM) - Financial Modeling
🏦 A financial modeling lib for Elixir, contains functions for calculating useful stuff like EBITDA, book-value-eps, etc...
Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regre…
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
Financial Models using vba script and Python
A financial analyst evaluates current and historical economic and business data to identify trends that influence business decisions. Gain the skills that make a successful financial analyst, including understanding financial statements, working with economic data, and analytical analysis skills.
A Web App for Financial Analysis, Modelling and Market Sentiment Analysis
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
Pricing library
Basic DCF model to quickly value public companies.
An R Package for the BitCoinCharts.com API which includes functions to acquire historic trade data, weighted prices, and market data.
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