Replicates the script for generating the Wu Xia shadow rate term structure model in python

Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

Interest Rate Derivatives pricing library for my master's thesis in Economics af the department of Economics, University of Copenhagen.

An environment to high-frequency trading agents under reinforcement learning

Interest calculator

Calculates simple interest and returns that along with the total cost. Demonstrates use of JOptionPane to easily create a GUI.

Scrape daily Long/Short Interest Rates from US Treasury Site

Calculates the monthly payments of a loan

Calculate the principal amount of money needed to achieve a self-sustaining revenue stream from compound interest.

In this project we will be using the publicly available and Kaggle-popular LendingClub data set to train Linear Regression and Extreme Gradient Descent Boosted Decision Tree models to predict interest rates assigned to loans. First, we will clean and prepare the data. This includes feature removal, feature engineering, and string processing.The…

📘 Detailed Exploratory Data Analysis of Lending Club Loan Data

python implementation of forward rate modeling

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

Replication of Farhi and Gourio (2018)

linear regression

calculadora lucros em bitcoin

an API to deliver simple proxies for risk free rates

Go library and command line tool for interacting with the Swedish central bank API

Interest-rate modeling and Fixed Income Pricing in Python