jrvarma/fdbarrier

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Created over 9 years ago
Updated over 9 years ago

jrvarma/fdbarrier

jrvarma

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Valuing barrier options using finite difference method in QuantLib Python

bond_pricing

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

jrvFinance

R package for financial present value functions and option pricing

icalcli

Command line python front end to ics calendar

ledger-helper

Python helper code to run ledger-cli more easily

rshiny-efficient-frontier

R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier

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

option_combos

Black Scholes for options, portfolios, combos

markdown-glue

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

MSExcel-Kernel-Density-Estimate

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

dot-emacs

Jayanth Varma's .emacs (init.el)

MSExcel-Black-Scholes

Visual Basic code for option valuation in Excel using Black Scholes

MSExcel-Numerical-Integration

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

MSExcel-Zero-Curve-Bond-Pricing

Visual Basic code for bond pricing using a zero yield curve

black-derman-toy

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