190 skills found · Page 3 of 7
wrcarpenter / Interest Rate ModelsPython methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
mehulsharma3795 / Stock Options Pricing Model• Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model. • Developed Cox-Ross-Rubenstein Binomial Tree Model for pricing American Call & Put Options.• Programatically Implemented Black Sholes Merton Model for pricing European Call & Put Options.
padraic00 / Binomial Options Pricing ModelA streamlined take on the original Cox, Ross and Rubinstein method.
gokceneraslan / Fit NbinomNegative binomial maximum likelihood estimate implementation in Python using L-BFGS-B
aphyr / SkewbinheapA Skew Binomial Heap for Erlang.
rstreppa / Valuation Callables HullWhiteValuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.
TRI-ML / Binomial CisComputation of binomial confidence intervals that achieve exact coverage.
Rezzecup / Option Pricing ModelAmerican Option & European Option (Black Sholes Model & Binomial Tree)
mdonoghoe / Logbinlogbin: Relative Risk Regression Using the Log-Binomial Model
saeedbidi / Option PricingOption Pricing Model with Black-Scholes, Monte Carlo and Binomial Tree Methods
Xilinx / BinomialModelBinomial model
varmara / Linmodr👩🏫 Linear Models, ANOVA, and Regression Analysis with R - taught in autumn 2022; 🛠️ R, basic statistics, correlation, regression, ANCOVA, ANOVA, GLM/GLMM (gaussian, poisson, binomial)
ThePredictiveDev / Option Pricing Models And Pricing Display ToolA comprehensive Python-based tool for real-time option pricing and analysis. This project integrates various option pricing models, including Black-Scholes, Binomial Tree, Monte Carlo, Heston, Merton Jump Diffusion, Hull-White, and Trinomial Tree models. It also provides detailed calculations of the Greeks and volatility measures
peterrhodesdev / Option PricingAnalytical (Black-Scholes) and numerical (binomial tree, Monte Carlo simulation) option pricing calculator supporting different payoff styles (European and American).
drisso / Learn2countStructure learning based for zero-inflated negative binomial data
KazKobara / EbcicEBCIC: Exact Binomial Confidence Interval Calculator
nfultz / BinomialbcpR package for binomial change point detection
zabahana / Customer LifeTime Value AnalysisCustomer lifetime value analysis in python. Using Beta Geometric Negative Binomial Distribution and Gamma-Gamma methods
RKNITH / BINOMIAL THEOREM MATHIT IS A MATHEMATICAL WEBSITE RELATED TO BINOMIAL THEOREM
anhdanggit / Insurance EconometricsEstimate the frequency and severity of claims to compute prior and posterior premiums. The GLM method is used with Poisson, Negative Binomial, Gamma, and Log-Norm Distribution.
