SHLee AI Financial Model
R, Python, Financial Econometrics, Term Structure, Macro-Finance, Machine & Deep Learning
Pages
(Move to ...)
Home
Deep Learning
Econometrics
Python
R
Excel
Nelson-Siegel
Portfolio
Music
Research
▼
Showing posts with label
Finance
.
Show all posts
Showing posts with label
Finance
.
Show all posts
Black-Litterman Model
›
This post gives a derivation of the Black-Litterman (BL) model. BL model is a bespoke tactical asset allocation model incorporat...
Loan Amortization Schedule using R code
›
This post explains and implements major three types of loan amortization or repayment schedule using R code: 1) bullet or ballo...
3 comments:
Calculation of Key Rate Durations using R code
›
This post explains how to calculate the key rate durations (KRD) . Ho (1992) introduces KRD to measure non-parallel movements ...
›
Home
View web version
