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  1. market_risk_analysis market_risk_analysis Public

    Code for value-at-risk calculation and backtesting.

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  2. machine-learning-for-trading machine-learning-for-trading Public

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    Code for Machine Learning for Algorithmic Trading, 2nd edition.

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    Collection of notebooks about quantitative finance, with interactive python code.

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  4. Vasicek_CIR_HoLee_HullWhite_Models_Python Vasicek_CIR_HoLee_HullWhite_Models_Python Public

    Forked from dpicone1/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

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  5. Interest_Rate_Modelling Interest_Rate_Modelling Public

    Forked from StephanKalika/Interest_Rate_Modelling

    python, computational finance, interest rate modelling, pricing interest rate options

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