Prof. Jayanth R Varma's repositories
bond_pricing
Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
jrvFinance
R package for financial present value functions and option pricing
black-scholes-java
Java functions and applet for Black Scholes option pricing formula
ledger-helper
Python helper code to run ledger-cli more easily
rshiny-efficient-frontier
R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier
efficient-frontier
Markowitz algorithm to compute the Efficient Frontier of Mean-Variance efficient portfolios
rshiny-Black-Scholes
R Shiny App for Black Scholes Option Valuation and Greeks
convertible-bonds
Numerical valuation of convertible bonds and options on stocks
black-derman-toy
Black-Derman-Toy (BDT) model for valuing options on bonds or embedded in bonds
isda_daycounters
ISDA day-count conventions with year-fractions and daycounts
markdown-glue
Wrapper Scripts to convert to/from markdown using pandoc and jupyter-nbconvert
MSExcel-Kernel-Density-Estimate
Compute a kernel based density estimate from data contained in a spreadsheet.
MSExcel-Numerical-Integration
Visual Basic Code for numerical integration (using Romberg method) in excel
MSExcel-Zero-Curve-Bond-Pricing
Visual Basic code for bond pricing using a zero yield curve
literate-calc-mode.el
š§® Literate programming for M-x calc
MSExcel-Black-Scholes
Visual Basic code for option valuation in Excel using Black Scholes
Offline-r2e
patched rss2email + webmail + offlineimap + maildir email client = online cum offline feed reader
option_combos
Black Scholes for options, portfolios, combos
printable-binary-files
A short python script that creates a printable python script that when run recreates the original binary file.
server-skeleton
A basic EteSync service (so you can run your own)
using-cryptsetup
Semi automated script for setting up LUKS volumes and cmtab entries