EazyDS's repositories
all-of-statistics
Self-study on Larry Wasserman's "All of Statistics"
book_irds3
Code repository for Pricing and Trading Interest Rate Derivatives
CMSSpreadPricing
Set of functions directed to compute Constant Maturity Swaps convexity adjustments and CMS Spread Options prices
cra-pricer
cra
credit-risk-modelling
Credit-Risk Modelling Libraries
EffectiveMarkovianProjection
Code for the paper "Effective Markovian Projection: Application to CMS Spread Options and Mid-Curve Swaptions", Felpel, Kienitz, McWalter
Engine
Open Source Risk Engine
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
IFRS17
IFRS17 - Projects - Lifelib, Formulas, Simulations, Anaconda, Jupyter Notebook.
ime-2017-workshop-computational-actuarial-science-r
Computational actuarial science with R - IME 2017 Workshop
Interest-Rate-Modelling-Baruch
Interest Rate Models, Baruch group project
IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
fourier-lab
Code for master thesis about application of FFT technique in Spread option valuation field (based on papers from Hurd Zhou and Dempster Hong)
LeeCarter
Replication material for: Deterministic and stochastic trends in the Lee-Carter mortality model
Libor-Market-Model
Implementation of term structure model project
life
Life Insurance
Life-Insurance-Premium-Calculator
Life insurance cost of coverage calculator web application using R's shiny
nonlife
Non Life Insurance
Papers
My Quant Research Papers (incl. Coding & Excel Examples)
pricing-range-accrual-products
This repository contains the code used for Pricing Range Accrual Products.
qrm
qrm
quant-library-market-risk
A collection of resources for Quantitative Market Risk
QuantFinanceBook
Quantitative Finance book grzelak
QuantLib-SWIG
QuantLib wrappers to other languages
QuantLibPythonExamples
Reimplementing QuantLib examples by Python
SimBEL
Un modele de simulation Monte-Carlo s'appuyant sur une projection d'un canton (actif et passif) permettant l'evaluation des provisions best estimate d'un contrat d'epargne francais en euros. Plusieurs chocs de la formule standard peuvent etre effectues.
StatisticalLearningRepos
Statistical learning Repository in R (ISLR) by Ezechiel-André
stats
statistics