Pinned Loading

1. Multiple-Dividend-American-option Multiple-Dividend-American-option Public

   Pricing American options on stocks paying discrete (single or multiple) cash dividends using recombining binomial tree by Vellekoop & Nieuwenhuis (2006)

   Jupyter Notebook

2. Option-Trading-Platform Option-Trading-Platform Public

   A strategy-first options trading platform: twenty defined-risk strategies, two-factor suitability gating, and a weight-free expected-utility recommender.

   JavaScript

3. phoenix-autocall-pricing phoenix-autocall-pricing Public

   Monte Carlo pricing of a Phoenix Autocall Note under GBM and Heston Models

   Jupyter Notebook

4. Single-Name-CDS-Pricing-Engine- Single-Name-CDS-Pricing-Engine- Public

   ISDA-based Single-name CDS Pricer: hazard-curve bootstrap, par spread, upfront/cash settlement, & CS01.

   Jupyter Notebook

5. Tensor-Network-Asian-Options Tensor-Network-Asian-Options Public

   Tensor-network method for Binomial pricing of arithmetic Asian options

   Jupyter Notebook

6. credit-default-pd-models credit-default-pd-models Public

   One-year corporate PD via Merton structural and discrete-time hazard models, validated out-of-time, with a Vasicek portfolio loss layer.

   Jupyter Notebook