finance-derivatives
Here are 17 public repositories matching this topic...
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Jul 20, 2018 - Jupyter Notebook
Perpetual Swap Funding calendar generator
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Mar 29, 2023 - Ruby
This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar.
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Sep 9, 2017 - MATLAB
This is the storage folder of code files for my Masters Thesis named "Corporate Bond Defaults: Models and Simulations".
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Oct 17, 2017 - R
CLI for interacting with Ethereum fincontracts
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May 8, 2018 - JavaScript
C++ parser for ASX 24 ITCH messages
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Apr 14, 2017 - C++
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Jul 17, 2018 - Jupyter Notebook
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Jul 18, 2018 - Jupyter Notebook
Trend trading model in the financial market using machine learning algorithms. The machine learning algorithm predicts the result of the transaction of the base trading model and predicts the price of the next timeframe.
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Feb 2, 2020 - HTML
Implied volatility of options
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Aug 8, 2020 - C++
Simple library for calculation of options value and greeks using the Black-Scholes model
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Mar 24, 2017 - Rust
SABR Implied volatility asymptotics
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May 22, 2020 - Jupyter Notebook
Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
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Sep 22, 2020 - Jupyter Notebook
IEX Cloud API for C# and other .net languages. Supports SSE streaming
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Jul 9, 2024 - C#
All things #DeFi - trustless and transparent financial products built on top of the blockchain.
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Oct 14, 2024 - SCSS
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