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assicurazione_python

Tutti gli algoritmi con documentazione italiana, scritti in Python, in un unico posto.

binomial_tree_option_pricing_python

Simple binomial tree pricing algorithm to calculate the price of an European call or put option

bisection_alpha_python

Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm

black_sholes_italiano_python

Modello di Black-Scholes per simulare il prezzo di un'azione

black_sholes_python

Black and Sholes model for simulating the stock market in Python

bootstrap-solidity

Simple bootstrap smart contract. Input is an array of numbers and a random seed. The output is an array with a random permutation of inputted elements.

bootstrap_solidity

Simple smart contract for the bootstrap algorithm

bootstrap_stazionario_italiano_python

correlated_brownian_motion_matlab

n dimensional Brownian motion with an arbitrary mean and Variance Covariance matrix

correlated_brownian_motion_python

dothan_one_factor_python

Python implementation of the Dothan short-rate model

eiopa_smith_wilson_test

Example of recalculation of the EIOPA RFR curve.

hull_white_properties_python

Mathematical derivation for properties of the Hull White short rate model.

hull_white_stochastic_scenarios_checks_python

Demonstration of a test that checks if a stochastic scenario generator accurately covers the term structure.

insurance_javascript

Collection of open-source algorithms written in JavaScript

insurance_jupyter

All project implemented in Jupyter Notebooks by OSM.

insurance_matlab

Collection of open-source algorithms written in Matlab

insurance_python

Collection of open-source algorithms written in Python

insurance_solidity

Collection of open-source algorithms written in Solidity.

nelson_siegel_svansson_matlab

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm

nelson_siegel_svansson_python

Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm

nelson_siegel_svansson_python_ita

Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.

nocodb

:fire: :fire: :fire: Open Source Airtable Alternative

one_factor_hull_white_python

Simple implementation of the one factor Hull-White model of short rates.

open_source_economic_model

First open-source asset-liability model.

projects

sbti-finance-tool

This toolkit helps companies and financial institutions to assess the temperature alignment of current targets, commitments, and investment and lending portfolios, and to use this information to develop targets for official validation by the SBTi. See the wiki for a change log.

smith-wilson_javascript

Implementation of the Smith & Wilson algorithm in javascript

smith_wilson_italiano_python

Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.

smith_wilson_matlab

Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in JavaScript