vasicek topic

A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.

mschauer

Financial Derivatives Calculator with 168+ Models (Options Calculator)

AnthonyBradford

PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic simulation.

ahgperrin

High-frequency statistical arbitrage

bradleyboyuyang