actuarial
Here are 35 public repositories matching this topic...
A framework for Actuarial Modelling
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Aug 21, 2022 - Python
Aplicação desenvolvida como resultado do Trabalho de Conclusão do Curso em Ciências Atuariais pela Universidade Federal de Pernambuco. Seu objetivo consiste no cálculo de Provisões Matemáticas em planos de Benefício Definido para Entidades Fechadas de Previdência Complementar.
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Apr 15, 2023 - Python
"Actuator" is an open-source repository of tools and functions for actuaries to improve efficiency in pricing, reserving, modeling, and other tasks. It accepts contributions from users and aims to be a comprehensive resource.
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Mar 5, 2023 - Python
Black and Sholes model for simulating the stock market in Python.
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Mar 24, 2024 - Python
Modello di Black-Scholes per simulare il prezzo di un' tittolo.
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Sep 25, 2023 - Python
Simple bisection method that finds the optimal parameter α for the Smith & Wilson algorithm.
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Apr 1, 2024 - Python
Algoritmo popolare per adattare una curva dei rendimenti a dati osservati.
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Oct 16, 2023 - Python
Un metodo di campionamento a blocchi per serie storiche debolmente dipendenti.
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Sep 25, 2023 - Python
Implementation of the Smith & Wilson algorithm for interpolation and/or extrapolation of missing interest rates in Python.
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Mar 24, 2024 - Python
Automatic calibration of the stationary bootstrap algorithm.
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Apr 10, 2024 - Python
Python implementation of the Dothan short-rate model.
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Aug 4, 2023 - Python
Tutti gli algoritmi con documentazione italiana, scritti in Python, in un unico posto.
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Mar 31, 2024 - Python
Generate correlated Brownian motions in JavaScript.
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Apr 10, 2024 - Python
One factor Vasicek model in Python.
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Aug 4, 2023 - Python
Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.
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Mar 24, 2024 - Python
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