Basic Discounted Cash Flow library written in Python. Automatically fetches relevant financial documents for chosen company and calculates DCF based on specified parameters.

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

The full scope of IFRS 9 Impairment models including PD, LGD and EAD are provided. It also covers ECL, which is the combination of those three parameters as well as staging criteria.

An open-source Python framework for actuarial cash flow models

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

🏦 A financial modeling lib for Elixir, contains functions for calculating useful stuff like EBITDA, book-value-eps, etc...

Basic DCF model to quickly value public companies.

Export 15 years P&L and BS data from moneycontrol. Correlation analysis of various heads. Mean & Std. Graphs of YoY changes and projecting 10yr financials in python and exporting the data to Excel. Makes it easy for preparing Financial Models for Indian companies.

Financial Models using vba script and Python

Discover how to leverage MATLAB for quantitative finance modeling

Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.

Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model

A financial analyst evaluates current and historical economic and business data to identify trends that influence business decisions. Gain the skills that make a successful financial analyst, including understanding financial statements, working with economic data, and analytical analysis skills.

This Repository Contains Solution to the Assignments of Excel Skills For Business - Macquarie-University on Coursera Taught by Nicky Bull, Dr Prashan S. M. Karunaratne, Professor Yvonne Breyer

Financial modelling in real estate asset & development planning, decision-making, cashflow forecasting, and scenario analysis.

financial modeling, business valuation, cash flow forecast, financial ratios, balance sheet

Replicates the script for generating the Wu Xia shadow rate term structure model in python

Python-written project that utilizes Time Series analysis, along with a Linear Regression model, to forecast the price of the Japanese Yen vs. the US Dollar. ARMA, ARIMA, and GARCH forecasting models included, as well as decomposition using the Hodrick-Prescott filter. In-Sample and Out-of-Sample performance metrics used to evaluate Linear Regre…

Collection of programs for financial mathematics and statistics