Analytics labs notebooks for Statistics and Business School students

CLI bond calculator that computes bond YTM, price, duration, and convexity.

Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

Collection of projects oriented around the computational finance domain.

Financial Models using vba script and Python

Python class and jupyter iPython notebook for pricing a fixed coupon bond

FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.

Computation of bond value

Bonds calculator for MOEX

Finance R program - bond pricing, option pricing, and others

🚨 A web application that notifies you about Brazilian treasury bond rates.

Artificial Neural Network - Corporate Investment Grade Bond Rating

Calculates Bond Valuations

This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.

This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).

Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

Implementation of a fixed-rate bond pricer to compute various bond metrics (yield to maturity, price, duration, convexity...).

This PowerShell script fetches U.S. Savings Bond values using the web form located at https://www.treasurydirect.gov/BC/SBCPrice

Options and derivative terminal | Modern Bonds Search Engine.

Practice Questions using QuantLib 1.18 and Boost 17