A comprehensive collection of quantitative finance models and strategies, encompassing areas such as credit risk modeling, interest rate swaps valuation, option pricing, portfolio optimization, and sentiment analysis-driven trading signals.
Overview
Project Structure
Getting Started
Contributing
License
This repository serves as a resource for professionals and enthusiasts in quantitative finance, providing models and tools for:
- CMBS Modeling
- CLO Modeling
- Credit Risk Modeling
- Interest Rate Swaps Valuation
- Mean Reversion Strategy
- Option Pricing
- Portfolio Optimization
- Sentiment Analysis for Trading Signals
- Stress Testing and Scenario Analysis