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sabr-model-swaptions

Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions

sharing_isl_python

An Introduction to Statistical Learning with Applications in PYTHON

shell

A simple shell in C

simple-shell

Operating Systems: Project 01- Simple shell

sofr

SOFR curve bootstrapping

sofrcurve

A small jupyter notebook that creates a term structure from the implied rates of SOFR futures. Once LIBOR is gone, you might need it

spark-pfe

Repo for PFE estimation using AWS EMR

stochastic-notes

Notes on stochastic calculus, optimal control, modern portfolio theory and derivatives pricing

suhasghorp.github.io

swapsbook

Interest Rate Swaps – Theory, Pricing and Practice

swapvaluation

test

tiny-shell

this is a small version of our bash shell....

udacity_cpp_chapters

Udacity C++ nanodegree program chapter quizes

vanna-volga_option_price

Prices an FX option and creates a volatility surface.

vasicek_cir_holee_hullwhite_models_python

Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes

xgboost_stock_prediction

XGBoost is known to be fast and achieve good prediction results as compared to the regular gradient boosting libraries. This project attempts to predict stock price direction by using the stock's daily data and indicators derived from its daily data as predictors. As such this is a classification problem.