jrvarma/black-derman-toy

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Language
C++
License
GNU General Publi...
Created over 7 years ago
Updated over 7 years ago

jrvarma/black-derman-toy

jrvarma

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Black-Derman-Toy (BDT) model for valuing options on bonds or embedded in bonds

bond_pricing

Bond pricing using YTM or zero curve. Also basic NPV/IRR functions

jrvFinance

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Python helper code to run ledger-cli more easily

rshiny-efficient-frontier

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black-scholes-java

Java functions and applet for Black Scholes option pricing formula

efficient-frontier

Markowitz algorithm to compute the Efficient Frontier of Mean-Variance efficient portfolios

rshiny-Black-Scholes

R Shiny App for Black Scholes Option Valuation and Greeks

convertible-bonds

Numerical valuation of convertible bonds and options on stocks

markdown-glue

Wrapper Scripts to convert to/from markdown using pandoc and jupyter-nbconvert

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Compute a kernel based density estimate from data contained in a spreadsheet.

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Jayanth Varma's .emacs (init.el)

MSExcel-Black-Scholes

Visual Basic code for option valuation in Excel using Black Scholes

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Valuing barrier options using finite difference method in QuantLib Python

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Visual Basic Code for numerical integration (using Romberg method) in excel

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Visual Basic code for bond pricing using a zero yield curve