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Achievement: StarstruckAchievement: Pull SharkAchievement: Arctic Code Vault Contributor
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Pinned

  1. curve-bootstrapper curve-bootstrapper Public

    A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.

    Jupyter Notebook 7 1

  2. tactical-asset-allocation tactical-asset-allocation Public

    Implements different approaches to tactical and strategic asset allocation

    Jupyter Notebook 22 7

  3. HW1F-HW2F HW1F-HW2F Public

    Hull-White 1/2 Factor Dynamics

    Python 10 4

  4. pybeta pybeta Public

    A lean package to estimate financial asset betas

    Jupyter Notebook 9