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<!DOCTYPE html>
<html lang="en-us">
<head>
<meta charset="UTF-8">
<title>Finmetrix by khrapovs</title>
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<body>
<section class="page-header">
<h1 class="project-name">Finmetrix</h1>
<h2 class="project-tagline">FinMetrix Examples</h2>
<a href="https://github.com/khrapovs/finmetrix" class="btn">View on GitHub</a>
<a href="https://github.com/khrapovs/finmetrix/zipball/master" class="btn">Download .zip</a>
<a href="https://github.com/khrapovs/finmetrix/tarball/master" class="btn">Download .tar.gz</a>
</section>
<section class="main-content">
<p><a href="https://github.com/khrapovs/finmetrix/blob/master/notebooks/Particle_filter_Heston.ipynb">Particle Filter with Heston model</a></p>
<p><a href="https://github.com/khrapovs/finmetrix/blob/master/notebooks/Fitting_term_structure.ipynb">Fitting term structure of interest rates</a></p>
<p><a href="https://github.com/khrapovs/finmetrix/blob/master/notebooks/Diffusion_estimation.ipynb">Estimation of Simple Diffusion Models with OLS, MLE, SML, GMM</a></p>
<p><a href="https://github.com/khrapovs/finmetrix/blob/master/notebooks/Vasicek_Bond_Pricing.ipynb">Bond Pricing with Vasicek Model</a></p>
<p><a href="https://github.com/khrapovs/finmetrix/blob/master/notebooks/Replicate_VIX.ipynb">Replication of VIX</a></p>
<p><a href="https://github.com/khrapovs/finmetrix/blob/master/notebooks/Analyse_Yields.ipynb">Descriptive analysis of the interest rate term structure</a></p>
<p><a href="https://github.com/khrapovs/finmetrix/blob/master/notebooks/Implied_Volatility_Bisection.ipynb">Implied Volatility via Bisection method</a></p>
<footer class="site-footer">
<span class="site-footer-owner"><a href="https://github.com/khrapovs/finmetrix">Finmetrix</a> is maintained by <a href="https://github.com/khrapovs">khrapovs</a>.</span>
<span class="site-footer-credits">This page was generated by <a href="https://pages.github.com">GitHub Pages</a> using the <a href="https://github.com/jasonlong/cayman-theme">Cayman theme</a> by <a href="https://twitter.com/jasonlong">Jason Long</a>.</span>
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