shubh123a3/Hybrid-Models-BSHW-Heston-Hull-White-Schobel-Zhu-Hull-White-Diverfication-Product-Hull-White

Hybrid models combining Black-Scholes, Heston, Schöbel-Zhu, and Hull-White frameworks to capture both stochastic volatility and interest rates for pricing and risk management of diversified financial products.

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sameerdhoke/szhw-model-interest-rate-simulation

Simulation of interest rate scenarios of US 10-year treasury using the Schöbel-Zhu Hull-White (SZHW) model

⭐ 1 | 🍴 0

FredrikBorgstrom/nestjs-prisma-generator

Based upon code from Johannes Schobel to generate NestJs files corresponding to the Prisma models

⭐ 0 | 🍴 0