mcf-long-short/fixed-income-and-credit

Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

语言：Jupyter Notebook · GitHub 星标：43 · Fork：14

话题：bond-pricing · bonds · fixed-income · pca · principal-component-analysis · quantitative-analysis · quantitative-finance · yield-curve

在 GitHub 上查看原仓库