Models for predicting price of several financial products:
- Brazilian sovereign debt
- Portfolio and Risk Metrics: Value at Risk, Expected Shortfall
- Volatility Models: historic volatility and EWMA averaged volatility
- Derivatives pricing models
- Black Scholes model
- Binomial Trees
... and others to come.
$ pip install git+ssh://git@github.com/flimao/financial-product-models
(...)
Successfully installed finance-models-1.0.0