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khprash's Projects

dawp icon dawp

Derivatives Analytics with Python (Wiley Finance)

flaskblog icon flaskblog

Following flask tutorial from Corey Schafer

intensitycreditmodels icon intensitycreditmodels

Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.

libormarketmodel icon libormarketmodel

Credit Value Adjustment (CVA) calculation for interest rate swaps using a risk neutral Libor Market Model (LMM) calibrated to european swaption implied volatilities.

python_blockchain_app icon python_blockchain_app

A fully functional blockchain application implemented in Python from scratch (with tutorial).

python_tips icon python_tips

Some Python tips for beginner to intermediate users. Also used as a personal cheat sheet. Featured here https://bit.ly/2ZaV4Pl

rest-api-sections icon rest-api-sections

A small repository of projects built in my course, REST APIs with Flask and Python.

tutorials icon tutorials

Ipython notebooks for math and finance tutorials

vectorbt icon vectorbt

Python library for backtesting and analyzing trading strategies at scale

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