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convexity

Here are 3 public repositories matching this topic...

vladislavpyatnitskiy / Fixed-Income-Analysis

Application of script in Fixed Income Analysis

duration bond-yield fixed-income bond-pricing bond-graphs internal-rate-of-return convexity net-present-value mirr discounted-cash-flow modified-internal-rate-of-return bond-yield-value-at-risk capital-budgeting-methods

Updated Dec 26, 2024
R

mjeshtri / bonds

Bond price, bond sensitivity, duration, convexity

convexity bond-price

Updated Oct 18, 2019
R

maatouk / Efficient-CGP-using-ESS

This repository contains R codes for the manuscript ``Efficient constrained Gaussian process approximation using elliptical slice sampling''

machine-learning regression bayesian-inference gaussian-processes isotonic-regression mcmc-sampler shrinkage high-dimensional shape-constraints convexity large-scale-dataset tmnv-distribution mass-shifting-phenomenon flat-region extreme-case multiple-shape-constraints boundedness complex-constraints

Updated Jul 28, 2025
R

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