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  1. Black-Karasinski-model Black-Karasinski-model Public

    Zero Coupon Interest rate model

    Jupyter Notebook 1

  2. fomcscrape fomcscrape Public

    This program scrapes FOMC Statements

    Python

  3. Yield-Curve-Analysis-Using-PCA Yield-Curve-Analysis-Using-PCA Public

    Jupyter Notebook

  4. HistoricalVAR HistoricalVAR Public

    Simple Historical VAR to calculate tailend loss for stocks -- the stock data is from yahoo finance API.

    Jupyter Notebook

  5. Google-Search-Index Google-Search-Index Public

    Jupyter Notebook