GitHub - QuantPrincess/misc: miscellaneous derivative pricing models (equity, rates, and credit)

QuantPrincess / misc Public

miscellaneous derivative pricing models (equity, rates, and credit)

Notifications

Name		Name	Last commit message	Last commit date
Latest commit History 34 Commits
ct-foundation		ct-foundation
Black's Formula - Pricing Caplets.ipynb		Black's Formula - Pricing Caplets.ipynb
CDS and Synthetic CDO Tranche Pricing (Semi-Analytic One Factor Model).ipynb		CDS and Synthetic CDO Tranche Pricing (Semi-Analytic One Factor Model).ipynb
FX arb detection in AMPL.txt		FX arb detection in AMPL.txt
LP implementation in Python.ipynb		LP implementation in Python.ipynb
Libor in Arrears Caplet.ipynb		Libor in Arrears Caplet.ipynb
Option Pricing on Reverse Contract .ipynb		Option Pricing on Reverse Contract .ipynb
Pricing Options with MC.ipynb		Pricing Options with MC.ipynb
Probability Calculations for CDS Pricing.ipynb		Probability Calculations for CDS Pricing.ipynb