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Self-study on Larry Wasserman's "All of Statistics"
Code repository for Pricing and Trading Interest Rate Derivatives
Set of functions directed to compute Constant Maturity Swaps convexity adjustments and CMS Spread Options prices
cra
Credit-Risk Modelling Libraries
Code for the paper "Effective Markovian Projection: Application to CMS Spread Options and Mid-Curve Swaptions", Felpel, Kienitz, McWalter
Open Source Risk Engine
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Code for master thesis about application of FFT technique in Spread option valuation field (based on papers from Hurd Zhou and Dempster Hong)
IFRS17 - Projects - Lifelib, Formulas, Simulations, Anaconda, Jupyter Notebook.
Computational actuarial science with R - IME 2017 Workshop
Interest Rate Models, Baruch group project
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Replication material for: Deterministic and stochastic trends in the Lee-Carter mortality model
Implementation of term structure model project
Life Insurance
Life insurance cost of coverage calculator web application using R's shiny
Non Life Insurance
My Quant Research Papers (incl. Coding & Excel Examples)
This repository contains the code used for Pricing Range Accrual Products.
qrm
A collection of resources for Quantitative Market Risk
Quantitative Finance book grzelak
QuantLib wrappers to other languages
Reimplementing QuantLib examples by Python
Un modele de simulation Monte-Carlo s'appuyant sur une projection d'un canton (actif et passif) permettant l'evaluation des provisions best estimate d'un contrat d'epargne francais en euros. Plusieurs chocs de la formule standard peuvent etre effectues.
Statistical learning Repository in R (ISLR) by Ezechiel-André
statistics
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.