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Projects in Awesome Lists by luphord

A curated list of projects in awesome lists by luphord .

https://github.com/luphord/nelson_siegel_svensson

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

curve-fitting finance interest-rates python3 yield-curve

Last synced: 31 Jul 2024

https://github.com/luphord/longstaff_schwartz

A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.

Last synced: 31 Jul 2024

https://github.com/luphord/monte-carlo-contracts

Composable financial contracts with Monte Carlo valuation

finance python3

Last synced: 31 Jul 2024

https://github.com/luphord/gaussian-analytics

JavaScript library for analytical pricings of financial derivatives under (log)normal distribution assumptions

black-scholes derivatives pricing

Last synced: 31 Jul 2024

https://github.com/luphord/imgwrench

A highly opinionated image processor for the commandline.

command-line image-processing pipeline python3

Last synced: 31 Jul 2024

https://github.com/luphord/arithmepad

arithmepad is a JavaScript based web notebook than runs entirely in the browser

client-side javascript notebook

Last synced: 31 Jul 2024

https://github.com/luphord/blanketdb

A simple HTTP accessible database for IoT projects

database http iot python

Last synced: 31 Jul 2024