Bond price, bond sensitivity, duration, convexity

Special Structure Detection for Pyomo

some option technics within python and R

Fixed Income Investing analysis with Python

This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources

math from UCSB/Annapolis era

Toolkit for Fixed Income instruments

Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.

Application of script in Fixed Income Analysis

This is a library for fixed income quant analytics.

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

Financial Quantitative Analysis

A Rocq formalization of information theory and linear error-correcting codes

construction of a nowhere convex, non-negative, strictly increasing, continuously differentiable function tightly bounded from above by a convex one

Compute the minimal enclosing circle with Mosek, Clarabel, ...