Documentation for QuantLib-Python

Open Source Risk Engine

My Personal Website and Blog

Lilian's Blog

Web simulation of Ubuntu 20.04, made using NEXT.js & tailwind CSS

(Minimalism Style) Powered by Jekyll, based on the Minimal Mistakes theme and Jason Ansel's website

☕ Free and open-source Jekyll theme

Jekyll Themes / GitHub Pages 博客模板 / A template repository for Jekyll based blog

Will you be my valentine project for my girlfriend

My personal page

Personal blog build with vuepress-theme-hope

The personal website of Joshua Lande

My personal webpage

Personal Website

Pianfan's Personal Blog via GitHub

Class materials of Credit Risk Management taught by prof. Ed Hayes

Introduction to using qablet models

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

R Packing Calculating Credit Risk Valuation Adjustments

A framework for estimating Basel IV capital requirements.

Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning

An xVA quantitative library written in python using tensorflow

The QuantLib C++ library

Just a test for Stackblitz api

A program for financial portfolio management, analysis and optimisation.

Python library for backtesting trading strategies & analyzing financial markets (formerly pythalesians)

Github Pages template based upon HTML and Markdown for personal, portfolio-based websites.

Collection of notebooks about quantitative finance, with interactive python code.