Prof. Jayanth R Varma (@jrvarma)
github

jrvarma

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  • Stars
    star
    87
  • Global Rank 227,924 (Top 8 %)
  • Followers 81
  • Registered over 9 years ago
  • Most used languages
    Python
         23.5 %
    C++
         17.6 %
    Visual Basic     17.6 %
    R
         17.6 %
    HTML
         5.9 %
    Java
         5.9 %
    Emacs Lisp
         5.9 %
    VBA     5.9 %
  • Location ๐Ÿ‡ฎ๐Ÿ‡ณ India
  • Country Total Rank 7,536
  • Country Ranking
    R
         44
    Visual Basic     44
    VBA     46
    Emacs Lisp
         150
    C++
         1,765
    Python
         2,126
    Java
         5,198

Top repositories

1

bond_pricing

Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
Python
28
star
2

jrvFinance

R package for financial present value functions and option pricing
R
11
star
3

icalcli

Command line python front end to ics calendar
Python
8
star
4

ledger-helper

Python helper code to run ledger-cli more easily
Python
7
star
5

rshiny-efficient-frontier

R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier
R
7
star
6

black-scholes-java

Java functions and applet for Black Scholes option pricing formula
Java
7
star
7

efficient-frontier

Markowitz algorithm to compute the Efficient Frontier of Mean-Variance efficient portfolios
C++
5
star
8

rshiny-Black-Scholes

R Shiny App for Black Scholes Option Valuation and Greeks
R
4
star
9

convertible-bonds

Numerical valuation of convertible bonds and options on stocks
C++
3
star
10

markdown-glue

Wrapper Scripts to convert to/from markdown using pandoc and jupyter-nbconvert
Python
1
star
11

MSExcel-Kernel-Density-Estimate

Compute a kernel based density estimate from data contained in a spreadsheet.
VBA
1
star
12

dot-emacs

Jayanth Varma's .emacs (init.el)
Emacs Lisp
1
star
13

MSExcel-Black-Scholes

Visual Basic code for option valuation in Excel using Black Scholes
Visual Basic
1
star
14

fdbarrier

Valuing barrier options using finite difference method in QuantLib Python
HTML
1
star
15

MSExcel-Numerical-Integration

Visual Basic Code for numerical integration (using Romberg method) in excel
Visual Basic
1
star
16

MSExcel-Zero-Curve-Bond-Pricing

Visual Basic code for bond pricing using a zero yield curve
Visual Basic
1
star
17

black-derman-toy

Black-Derman-Toy (BDT) model for valuing options on bonds or embedded in bonds
C++
1
star