All things #DeFi - trustless and transparent financial products built on top of the blockchain.
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Updated
Nov 29, 2024 - SCSS
All things #DeFi - trustless and transparent financial products built on top of the blockchain.
IEX Cloud API for C# and other .net languages. Supports SSE streaming
Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
SABR Implied volatility asymptotics
Simple library for calculation of options value and greeks using the Black-Scholes model
Implied volatility of options
Trend trading model in the financial market using machine learning algorithms. The machine learning algorithm predicts the result of the transaction of the base trading model and predicts the price of the next timeframe.
C++ parser for ASX 24 ITCH messages
CLI for interacting with Ethereum fincontracts
Perpetual Swap Funding calendar generator
This program calculates the price of a x-year American-style (put or call) option on a zero-coupon bond that matures at year y with a par value of 1 dollar.
This is the storage folder of code files for my Masters Thesis named "Corporate Bond Defaults: Models and Simulations".
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