Calculation of the PFE metric for derivatives by the Monte Carlo simulation of risk factors
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Dec 23, 2021 - Jupyter Notebook
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interest-rate-swap
Here are 5 public repositories matching this topic...
Interest rate swaps on Uniswap v4 -- EthGlobal New Delhi
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Sep 28, 2025 - TypeScript
This is a web project developed in Python using Flask to perform financial valuation and modeling
monte-carlo-simulation option-pricing black-scholes-merton equity-valuation interest-rate-swap discounted-cash-flow-model
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Jul 12, 2025 - Python
Valuation of Exotic Options using Binomial Trees and Implied Volatility from Black Scholes Merton. Valuation of Bonds and Interest Rate Swaps using Bootstrap, Modified Duration and Convexity.
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Feb 3, 2025 - MATLAB
Determinants of Swap Curve Dynamics: Insights from Feature Importance Analysis
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Oct 31, 2023 - Python
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