Bond pricing, FRA, interest rate swaps and CDS pricing framework - payer/receiver swaps, premium/protection legs, MTM P&L. Built in Python.

A bond yield calculator with a Fastify API backend and React Native mobile app.

This project aims to implement Convertible Bonds pricing and risk analytics.

Analytics labs notebooks for Statistics and Business School students

Python model for analyzing bond portfolio interest rate risk using duration, convexity, and yield curve pricing with visualizations.

Interactive bond pricing and yield analysis tool built with Streamlit

Fixed-income analytics library in Python featuring YTM pricing, zero-curve discounting, z-spread solver, and risk metrics (DV01, duration, convexity).

Interactive fixed-income analytics tool that builds a smooth daily U.S. Treasury yield curve, applies standard curve deformations, and prices bonds to compute DV01, duration, and convexity using Streamlit.

A production-grade stochastic interest rate modeling engine that calibrates the Vasicek model to historical SOFR data using OLS regression and Euler-Maruyama simulation.

Fixed income math implemented in python and supported with theory. Based on Donald J. Smith's Bond Math: The Theory Behind the Formulas

Simulação da taxa de juros com o modelo CIR (Euler–Maruyama e Milstein), Monte Carlo para precificação de bonds e construção da curva a termo.

Course materials for Corporate Finance

Historical bond yields data going back decades with all yield types included.

A collection of quantitative finance models and risk analysis tools implemented in R. This repository includes projects on Value at Risk (VaR), Generalized Extreme Value (GEV) modeling, Bond Pricing, Sentiment Analysis in finance, and SMA-based trading strategies. These models help in portfolio risk assessment, financial forecasting, and algorithmi

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.

A portal that allows investors to buy bonds

Bond Valuation and Analysis in Python

Application of script in Fixed Income Analysis

This project is designed to evaluate and price fixed-income instruments (bonds) and derivative instruments (swaps) under varying interest rate conditions.