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Fitting_and_Simulating_Archimedean_Copulas Public
Forked from dpicone1/Fitting_and_Simulating_Archimedean_CopulasFitting and Simulating Archimedean Gumbel, Clayton and Frank Copulas
Jupyter Notebook UpdatedFeb 11, 2022 -
AAU2015 Public
Forked from spatstat/AAU2015Course material for spatstat workshop at Aalborg University
Jupyter Notebook GNU General Public License v2.0 UpdatedFeb 10, 2022 -
riskflow Public
Forked from sylam/riskflowAn xVA quantitative library written in python using tensorflow
Python GNU General Public License v3.0 UpdatedFeb 10, 2022 -
Kurtosis-Non-Gaussian-Copula-in-Python Public
Forked from roshanquanttrader/Kurtosis-Non-Gaussian-Copula-in-PythonPart of WorldQuant Week7 Project , Using Equity ETF, Gold ETF & Bitcoin 2020 data
Jupyter Notebook UpdatedFeb 6, 2022 -
PythonDataScienceHandbook Public
Forked from jakevdp/PythonDataScienceHandbookPython Data Science Handbook: full text in Jupyter Notebooks
Jupyter Notebook MIT License UpdatedJan 13, 2022 -
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WhirlwindTourOfPython Public
Forked from jakevdp/WhirlwindTourOfPythonThe Jupyter Notebooks behind my OReilly report, "A Whirlwind Tour of Python"
Jupyter Notebook Creative Commons Zero v1.0 Universal UpdatedDec 5, 2021 -
MC_copulas Public
Forked from h3ik0th/MC_copulasPython Monte Carlo simulation with Gaussian copulas and SciPy
Jupyter Notebook UpdatedNov 4, 2021 -
Copulas-and-Applications Public
Forked from JoeJoe1313/Copulas-and-ApplicationsJupyter Notebook UpdatedOct 19, 2021 -
estimateEntropyUsingCopulas Public
Forked from daniellibman/estimateEntropyUsingCopulasPython UpdatedOct 3, 2021 -
Python-for-MarketRisk Public
Forked from mtouyaa/Python-for-MarketRiskManuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
Jupyter Notebook UpdatedAug 28, 2021 -
Bivariate-Copula-Simulation Public
Forked from Marco-Christiani/Bivariate-Copula-SimulationJupyter Notebook UpdatedMay 8, 2021 -
How-Copula-Correlation-Affect-Default-Numbers Public
Forked from Royiswho/How-Copula-Correlation-Affect-Default-NumbersJupyter Notebook UpdatedMar 22, 2021 -
NM-UNDER-FRTB Public
Forked from Rafaelab1227/NM-UNDER-FRTBPublic repository with the programmed codes for the study "Non-modellability under the Fundamental Review of the Trading Book (FRTB) framework."
R UpdatedOct 27, 2020 -
Fitting_t_Student_Copula Public
Forked from dpicone1/Fitting_t_Student_CopulaIn this notebook, we implement algos to fit a bivariate 𝑡-student copula.
Jupyter Notebook UpdatedOct 21, 2020 -
Copulas-and-Risk-Management- Public
Forked from EM51641/Copulas-and-Risk-Management-Generate CvaR and VaR from Copulas to assess the currency risks of a portfolio
Jupyter Notebook UpdatedOct 9, 2020 -
SMU---Copulas-and-Contagion Public
Forked from zy020440/SMU---Copulas-and-ContagionApplied Frechet distribution to model contagion effect.
Jupyter Notebook UpdatedAug 18, 2020 -
copula_risk_model Public
Forked from kindhjj/copula_risk_modelJupyter Notebook UpdatedApr 17, 2020 -
copula_risk_model-1 Public
Forked from ShawnXiaoChao/copula_risk_modelJupyter Notebook UpdatedApr 17, 2020 -
copula-explore Public
Forked from rplzzz/copula-exploreAdventures in copula modeling.
Jupyter Notebook UpdatedJan 24, 2020 -
Copulas Public
Forked from srajan76/CopulasCreating Gaussian Copulas for a given multivariate distribution
Jupyter Notebook UpdatedOct 21, 2019 -
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BaselTools Public
Forked from TommasoBelluzzo/BaselToolsA framework for estimating Basel IV capital requirements.
MATLAB Apache License 2.0 UpdatedMar 19, 2019 -
StrataXL Public
Forked from TommasoBelluzzo/StrataXLAn Excel integration of OpenGamma Strata.
Visual Basic MIT License UpdatedMar 17, 2019 -
ginkgo Public
Forked from ginkgo-project/ginkgoNumerical linear algebra software package
C++ Other UpdatedFeb 6, 2019 -
stanford-cpp-library Public
Forked from zelenski/stanford-cpp-libraryThe Stanford C++ libraries, created by Eric Roberts et al.
HTML UpdatedFeb 4, 2019 -
tensorflow Public
Forked from tensorflow/tensorflowAn Open Source Machine Learning Framework for Everyone
C++ Apache License 2.0 UpdatedJan 30, 2019 -
memory-allocators Public
Forked from mtrebi/memory-allocatorsCustom memory allocators in C++ to improve the performance of dynamic memory allocation
C++ MIT License UpdatedJan 29, 2019 -
cpp-cheat-sheet Public
Forked from gibsjose/cpp-cheat-sheetC++ Syntax, Data Structures, and Algorithms Cheat Sheet
UpdatedJan 28, 2019
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