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  1. Binomial Binomial Public

    Binomial Tree base class

    Python 1 1

  2. FinanceData FinanceData Public

    Finance data retrieve library. A warp of yahoofinancials library for easy use.

    Jupyter Notebook 5 39

  3. VaR VaR Public

    VaR calculation python library, including historical VaR, parametric VaR and PCA VaR

    Python 4 1

  4. ML-on-credit-rating-changes ML-on-credit-rating-changes Public

    C++ 2