A Coq formalization of information theory and linear error-correcting codes
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Dec 19, 2024 - Coq
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convexity
Here are 13 public repositories matching this topic...
Special Structure Detection for Pyomo
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Jul 14, 2022 - Python
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Aug 7, 2022 - Jupyter Notebook
Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.
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Feb 20, 2024 - Python
Toolkit for Fixed Income instruments
python duration bond-pricing npv internal-rate-of-return convexity net-present-value mirr bond-yield-to-maturity modified-internal-rate-of-return bond-yield-value-at-risk discounted-payback-rule
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Jan 26, 2024 - Python
Financial Quantitative Analysis
personal-finance portfolio duration correlation jupyter-notebook colab bond yield stocks quantitative etf vanguard dca correlation-analysis colab-notebook convexity ishares lumpsum bond-analysis
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Nov 25, 2024 - Jupyter Notebook
This is a library for fixed income quant analytics.
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Oct 28, 2024 - Python
some option technics within python and R
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Nov 17, 2022 - Jupyter Notebook
Application of script in Fixed Income Analysis
duration bond-yield fixed-income bond-pricing bond-graphs internal-rate-of-return convexity net-present-value mirr discounted-cash-flow modified-internal-rate-of-return bond-yield-value-at-risk capital-budgeting-methods
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Oct 11, 2024 - R
math from UCSB/Annapolis era
algebra analysis optimization polynomials algebraic-geometry convexity semi-algebraic positive-semi-definite
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Aug 24, 2023 - TeX
This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources
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Jun 23, 2023 - Python
Fixed Income Investing analysis with Python
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Feb 24, 2023 - Jupyter Notebook
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