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  1. SABR-Model-Swaptions SABR-Model-Swaptions Public

    Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions

    Jupyter Notebook 19 6

  2. Distributed-Model Distributed-Model Public

    Bayesian Neural Networks for Distributed learning - Base code for the paper : Odiathevar, Murugaraj, Winston KG Seah, and Marcus Frean. "A Bayesian Approach To Distributed Anomaly Detection In Edge…

    Python 2 1

  3. Root-finding Root-finding Public

    Codes for various methods of root finding (Matlab codes)

    MATLAB 1 1

  4. Linear-Interpolation Linear-Interpolation Public

    Codes for various methods of linear interpolation (Matlab codes)

    MATLAB 1 1

  5. Utilities Utilities Public

    Utilities folder

    C++ 1

  6. FinDiffMethod FinDiffMethod Public

    Finite difference method, explicit and implicit. Python code.

    Jupyter Notebook 1 1