hull-white
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PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.
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Aug 28, 2021 - Python
All Python algorithms published by Open Source Modelling in one place.
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Jan 24, 2025 - Jupyter Notebook
Classical models implemented from a Markov operator's perspective
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Jun 1, 2018 - Python
Open-source stochastic economic scenario generator.
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Aug 21, 2024 - HTML
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
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Aug 7, 2023 - Jupyter Notebook
Mathematical derivation for properties of the Hull White short rate model.
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Jul 22, 2023 - Jupyter Notebook
Financial Engineering in IRFX in C++
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Mar 1, 2024 - Jupyter Notebook
In this jupyter notebook an attempt was made to predict interest rate movements by Monte Carlo Simulations using the Vasicek, Cox-Ingerson-Ross, and Hull & White Model
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Sep 30, 2023 - Jupyter Notebook
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