jrvarma Goto Github PK

black-derman-toy

Black-Derman-Toy (BDT) model for valuing options on bonds or embedded in bonds

black-scholes-java

Java functions and applet for Black Scholes option pricing formula

bond_pricing

Bond pricing using YTM or zero curve. Also basic NPV/IRR functions

convertible-bonds

Numerical valuation of convertible bonds and options on stocks

dot-emacs

Jayanth Varma's .emacs (init.el)

efficient-frontier

Markowitz algorithm to compute the Efficient Frontier of Mean-Variance efficient portfolios

fdbarrier

Valuing barrier options using finite difference method in QuantLib Python

icalcli

Command line python front end to ics calendar

isda_daycounters

ISDA day-count conventions with year-fractions and daycounts

jrvfinance

R package for financial present value functions and option pricing

ledger-helper

Python helper code to run ledger-cli more easily

literate-calc-mode.el

🧮 Literate programming for M-x calc

markdown-glue

Wrapper Scripts to convert to/from markdown using pandoc and jupyter-nbconvert

msexcel-black-scholes

Visual Basic code for option valuation in Excel using Black Scholes

msexcel-kernel-density-estimate

Compute a kernel based density estimate from data contained in a spreadsheet.

msexcel-numerical-integration

Visual Basic Code for numerical integration (using Romberg method) in excel

msexcel-zero-curve-bond-pricing

Visual Basic code for bond pricing using a zero yield curve

offline-r2e

patched rss2email + webmail + offlineimap + maildir email client = online cum offline feed reader

option_combos

Black Scholes for options, portfolios, combos

org-mode

printable-binary-files

A short python script that creates a printable python script that when run recreates the original binary file.

pyetesync

EteSync - Client python bindings

quantlib

The QuantLib C++ library and extensions

rshiny-black-scholes

R Shiny App for Black Scholes Option Valuation and Greeks

rshiny-efficient-frontier

R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier

send.py

Send email using XOAUTH2 over SMTP

server-skeleton

A basic EteSync service (so you can run your own)

using-cryptsetup

Semi automated script for setting up LUKS volumes and cmtab entries

vobject

A full-featured Python package for parsing and creating iCalendar and vCard files