Bond Pricing with Hull White Model in Python

  Рет қаралды 19,615

Statistics and Risk Modeling

Statistics and Risk Modeling

Күн бұрын

Пікірлер: 24
@kuwalawalterswalters9299
@kuwalawalterswalters9299 Жыл бұрын
Great work Max! i enjoyed your explaination and will like to plead for the code for self study and educational purposes
@kumarravi6955
@kumarravi6955 3 жыл бұрын
Hi Max, a great hard work done by you, its really amazing, you also very nicely explained the changes in bond price by changing the reversion speed, volatility and initial interest rate, though it is not easy to share the code, but if possible can you share the code it will help us to do more R&D on this model. Thanks a lot for your video and amazing work.
@yuminglu8691
@yuminglu8691 3 жыл бұрын
Hi, can you explain what is the raw data of forward rate at starting from 7:10, which is the blue line of your forward rate? Please help me with this question. Thank you.
@yvonnedebrabander8534
@yvonnedebrabander8534 3 жыл бұрын
Hi, I have a question. Are your (excel) models available?
@ELarivie
@ELarivie 3 жыл бұрын
Awesome! Keep up the content generation
@nnamdiodozi7713
@nnamdiodozi7713 2 жыл бұрын
Good video. How did you get from the Fed rates to a full term structure. Did you chain the Fed rates together as successive forward rates?
@hilmyimtiyaz495
@hilmyimtiyaz495 2 жыл бұрын
Hi max, may i know how you calculate the forecasted interest rate? your answer will be helpfull, thanks.
@Mayor927-u4z
@Mayor927-u4z 3 жыл бұрын
How to find a series of price by feeding a series of YTM for bond in python?
@ELarivie
@ELarivie 3 жыл бұрын
Great video!
@colombianoshadow2031
@colombianoshadow2031 5 жыл бұрын
Hi Max, great job, well done ! Is it possible to have access to the python code by any chance? Cheers !
@abhinavsaxena2388
@abhinavsaxena2388 2 жыл бұрын
Hi Max. Can you please share the Github code for this
@roguetrader1981
@roguetrader1981 4 жыл бұрын
Did anyone manage to get the code for this from Max? Interesting video but the code would be very useful
@Edgypaw
@Edgypaw 4 жыл бұрын
Could you publish the code?
@douourediaby5324
@douourediaby5324 4 жыл бұрын
Hi, is it possible to get the py code? Thanks.
@yvonnedebrabander8534
@yvonnedebrabander8534 3 жыл бұрын
Thanks!
@prasadkamath1205
@prasadkamath1205 5 жыл бұрын
hi Max, your videos are really great! do you have your .py files saved down somewhere we could get access from? that would really be helpful.
@BipesMr
@BipesMr 4 жыл бұрын
Hello Max. Amazing work! Same as other guys, is there any web or link we could get the .py files?
@uo1091
@uo1091 4 жыл бұрын
Hi, great work! Can you share your code by chance?
@boruifeng7368
@boruifeng7368 4 жыл бұрын
能给个码嘛大哥
@boruifeng7368
@boruifeng7368 4 жыл бұрын
Like Borui said, could you please share the code?
@carlopolgrossi
@carlopolgrossi 4 жыл бұрын
Content is good, but if you don't let us get the code it's worthless
@franzmustermann760
@franzmustermann760 3 жыл бұрын
no its not.
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