Analytics labs notebooks for Statistics and Business School students

• UpdatedMar 14, 2025
• Jupyter Notebook

Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

• UpdatedAug 9, 2021
• Jupyter Notebook

CLI bond calculator that computes bond YTM, price, duration, and convexity.

• UpdatedFeb 17, 2022
• Python

Collection of projects oriented around the computational finance domain.

• UpdatedDec 30, 2018
• C++

Financial Models using vba script and Python

• UpdatedApr 13, 2021
• Jupyter Notebook

Python class and jupyter iPython notebook for pricing a fixed coupon bond

• UpdatedJan 26, 2019
• Jupyter Notebook

FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.

• UpdatedMay 9, 2021

Computation of bond value

• UpdatedNov 14, 2020
• Python

Bonds calculator for MOEX

• UpdatedJan 5, 2023
• JavaScript

Finance R program - bond pricing, option pricing, and others

• UpdatedApr 7, 2016
• R

Calculates Bond Valuations

• UpdatedDec 15, 2018
• Python

🚨 A web application that notifies you about Brazilian treasury bond rates.

• UpdatedDec 8, 2022
• TypeScript

Artificial Neural Network - Corporate Investment Grade Bond Rating

• UpdatedAug 4, 2018
• Python

This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.

• UpdatedSep 13, 2017
• MATLAB

This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).

• UpdatedSep 11, 2017
• MATLAB

Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

• UpdatedJul 8, 2019
• Python

Implementation of a fixed-rate bond pricer to compute various bond metrics (yield to maturity, price, duration, convexity...).

• UpdatedDec 23, 2021
• Jupyter Notebook

Practice Questions using QuantLib 1.18 and Boost 17

• UpdatedApr 1, 2020
• C++

• UpdatedJul 31, 2024
• Jupyter Notebook

This PowerShell script fetches U.S. Savings Bond values using the web form located athttps://www.treasurydirect.gov/BC/SBCPrice

• UpdatedSep 20, 2019
• PowerShell