term-structure-models

There are 0 repository under term-structure-models topic.

AnthonyBradford / optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
financial derivatives black-scholes financial-engineering financial-analysis monte-carlo currency-exchange futures vasicek options term-structure-models heston-model swaps spreads quantitative-finance quantlib options-trading options-pricing
Language:C++ 186
wilsonfreitas / copom
Term Structure Interpolation Considering Regulators Meetings
finance fixed-income term-structure-models
Language:R 2
jingxiangzou / Term-Structure-Modeling-Based-On-Adrian-Crump-and-Moench-2013-
Research on term structure.
interest-rates term-structure-models
Language:Jupyter Notebook 1
mpokojovy / abstract.HJM
The abstract Heath-Jarrow-Morton model: Calibration and forecasting the US daily Treasury yield curve rates
financial-data-analysis heath-jarrow-morton term-structure-models time-series-analysis short-rates time-series-forecasting vasicek-model us-treasuries
Language:MATLAB 1
mpokojovy / HJM-Euro
Forecasting the Euro Area Yield Curve Using the Heath-Jarrow-Morton Model
bonds financial-analysis financial-data-analysis heath-jarrow-morton term-structure-models time-series-analysis time-series-forecasting yield-curve
Language:MATLAB 1