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gsallc/Capstone2018 - GitHub Explorer | GitHub Explorer | Trending | Compare

Capstone2018

gsallc•PUBLIC

Capstone project, Fixed Income Quantitative Trading

Created on Feb 1, 2018

Updated on Apr 28, 2018

Stars

0

Forks

2

Watchers

0

Open Issues

0

Repository Health Score

❤️

35/100

Poor

Overall repository health assessment

Score Breakdown

Activity

Inactive - no updates in 3+ months

0/30

0%

Community

0 stars, 2 forks

0/30

0%

Documentation

Has description, wiki

15/20

75%

Maintenance

0.0% issue ratio

20/20

100%

Health score is calculated based on activity, community engagement, documentation quality, and maintenance practices

Languages

Python

100.0%

Dependencies

No package.json found

This might not be a Node.js project

Top Contributors

1

ShangliXu94

User

18

commits

2

gsallc

User

1

commits

Recent Commits

Estimate rho and sigma in Heston Model

ShangliXu94•7 years ago

b1cc091View on GitHub

PCA of vol proxy and Term volatility

ShangliXu94•8 years ago

26d3ebfView on GitHub

PCA of vol proxy and Term volatility

ShangliXu94•8 years ago

4293662View on GitHub

Add files via upload

ShangliXu94•8 years ago

3d9c361View on GitHub

PCA of vol proxy and Term volatility

ShangliXu94•8 years ago

30f1bc7View on GitHub

Add files via upload

ShangliXu94•8 years ago

8266dd2View on GitHub

Curve in Strike-IV space

ShangliXu94•8 years ago

af50f89View on GitHub

Option pricing comparison--my model with Quantlib

ShangliXu94•8 years ago

e2eac57View on GitHub

Closed-form of Heston option--Black term

ShangliXu94•8 years ago

ea47fdbView on GitHub

Find volatility via BS model

ShangliXu94•8 years ago

12425efView on GitHub

Delete hestonPricing

ShangliXu94•8 years ago

9737b1aView on GitHub

Delete HestonEudollarOption.py

ShangliXu94•8 years ago

511d8c5View on GitHub

Add files via upload

ShangliXu94•8 years ago

ba5f071View on GitHub

Add files via upload

ShangliXu94•8 years ago

751ce52View on GitHub

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ShangliXu94•8 years ago

724b369View on GitHub

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