financial-modeling
There are 31 repositories under financial-modeling topic.
halessi / DCF
Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.
Language:Python 356- pyesg
jason-ash / pyesg
Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
Language:Python 121 naenumtou / ifrs9
The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.
Language:Jupyter Notebook 63acturtle / cashflower
An open-source Python framework for actuarial cash flow models
Language:Python 34bottama / stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Language:Python 27GunnarPDX / Elixir-Finance
🏦 A financial modeling lib for Elixir, contains functions for calculating useful stuff like EBITDA, book-value-eps, etc...
Language:Elixir 27prateekmalhotra / dcf-basic
Basic DCF model to quickly value public companies.
Language:Python 27bsrikrishna / Financials-analysis-for-Financial-modelling
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.
Language:Jupyter Notebook 24prabhupavitra / Financial-Modeling
Financial Models using vba script and Python
Language:Jupyter Notebook 23qlero / vix_index_modelization
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
Language:Jupyter Notebook 20as4456 / Leo_Krippner_SSR
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
Language:Python 14mathworks / Awesome-MATLAB-Quant-Finance-
Discover how to leverage MATLAB for quantitative finance modeling
nancyalaswad90 / Become-a-Financial-Analystold
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.
shantanu1109 / Coursera-Macquarie-University-Excel-Skills-For-Business-Specialization
This Repository Contains Solution to the Assignments of Excel Skills For Business - Macquarie-University on Coursera Taught by Nicky Bull, Dr Prashan S. M. Karunaratne, Professor Yvonne Breyer
Replicates the script for generating the Wu Xia shadow rate term structure model in python
Language:Python 8fischlerben / Yen-vs-US-Dollar
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 Regression model.
Language:Jupyter Notebook 8qrana / financial-maths
Collection of programs for financial mathematics and statistics
Language:Jupyter Notebook 8daniel-fink / rangekeeper
Financial modelling in real estate asset & development planning, decision-making, cashflow forecasting, and scenario analysis.
Language:Jupyter Notebook 6Comparisons of financial metrics (e.g. VaR vs CVaR/ES, simple vs log returns, etc.).
Language:Jupyter Notebook 6ChakoChen / MTH9815-Software-Engineering
Software development techniques for solving problems in finance with Python
Language:Python 577it / financial-modeling
financial modeling, business valuation, cash flow forecast, financial ratios, balance sheet
Language:JavaScript 4bonamarton / algo_trad_rand_walk
Algorithmic Trading and Random Walk
Language:CMake 4ndleah / transactions
🪙 Linear regression model, predict monthly transaction amount
Language:R 4- Language:Python 3
olof98johansson / FinancialOptionsModelling
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
Language:Python 3369geofreeman / Financial_Models
Financial modelling in Python and Excel
Language:Jupyter Notebook 2im-ratna / Financial-Sales-Model-Analysis
Utilized sales analytics to evaluate financial performance, aid decision-making, and communicate with stakeholders. Analyzed finance data for benchmarking and budgeting, while reports aligned financial planning with strategic goals, boosting confidence in the organization's outlook.
janka-moeller / joint_calib_SPX_VIX
Codes used for "Joint calibration to SPX and VIX options with signature-based models" by Christa Cuchiero, Guido Gazzani, Janka Möller, Sara Svaluto-Ferro
Language:Python 2- Language:Python 2
larrysammii / LBO-model-Python
LBO model with Python on Jupyter
Language:Jupyter Notebook 2Pranavd0828 / GeometricBrownianMotion
Applying Geometric Brownian Motion (GBM) - Financial Modeling
Language:Jupyter Notebook 2subhamsharma7 / IMA-Model-Validation
Advanced Approach under FRTB(IMA) requires institutions to meet quantitative tests namely Backtesting and PnL attribution..
Language:Jupyter Notebook 2GabNoaro / financial-analysis
Here you can find different scripts to perform financial analysis with data from the Financial Modeling Prep API.
Language:Python 1mayur7garg / FinancialModelling
Easy to follow stock price analysis forecasting techniques on Indian stock data
Language:Jupyter Notebook 1sadovsd / crypto-price-prediction-ML-pipeline
Forecasting Ethereum return quantiles using a handful of different statistical learning models and selecting the best based on out of sample error. Hopsworks feature store and model registry is used to automate the process. Ethereum quantile returns are predicted daily and displayed on a Streamlit dashboard.
Language:Jupyter Notebook 1vbprojects / NPMMTradingStrategy
This project implements a financial trading strategy in Julia which nowcast local highs and lows to create trading signals, comparing stable rule set classifiers and gradient boosted tree models for trading performance.
Language:Jupyter Notebook 1
