convexity

There are 0 repository under convexity topic.

affeldt-aist / infotheo
A Coq formalization of information theory and linear error-correcting codes
information-theory error-correcting-codes probability convexity ssreflect mathcomp math-comp
Language:Coq 64
cog-imperial / suspect
Special Structure Detection for Pyomo
mathematical-programming mixed-integer-optimization nonlinear-optimization pyomo convexity
Language:Python 26
alwaysbyx / convexifying-nerual-networks
convexity duality-theory neural-networks optimization
Language:Jupyter Notebook 22
wrcarpenter / Fixed-Income-Valuation
Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.
convexity derivatives duration fixed-income interest-rate-derivatives mortgages
Language:Python 2
aflapan / fixedIncome
This is a library for fixed income quant analytics.
bonds convexity curve-fitting duration fixed-income fixed-income-analytics
Language:Python 1
mjeshtri / bonds
Bond price, bond sensitivity, duration, convexity
bond-price convexity
Language:R 1
vladislavpyatnitskiy / fixedincomepy
Toolkit for Fixed Income instruments
bond-pricing bond-yield-to-maturity bond-yield-value-at-risk convexity duration internal-rate-of-return mirr modified-internal-rate-of-return net-present-value npv python discounted-payback-rule
Language:Python 1
alihanucar / bondduration
Fixed Income Investing analysis with Python
bonds convexity duration fixed-income macaulay modified-duration treasury-bonds
Language:Jupyter Notebook 0
starktyping / math-old
math from UCSB/Annapolis era
algebra algebraic-geometry analysis convexity optimization polynomials positive-semi-definite semi-algebraic
Language:TeX 0
vladislavpyatnitskiy / Fixed-Income-Analysis
Application of script in Fixed Income Analysis
convexity discounted-cash-flow duration fixed-income internal-rate-of-return net-present-value modified-internal-rate-of-return mirr bond-graphs bond-pricing bond-yield bond-yield-value-at-risk capital-budgeting-methods
Language:R 0
tej-88 / USC-EE559-HW04
This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources
convexity gradient-descent lasso-regression perceptron
Language:Python
VictorNico / optimisation_techniques_2_21_22_uy1
some option technics within python and R
armijo armijo-backtrack convexity wolf gradiantdescent
Language:Jupyter Notebook