GitHub - JerryDeveloper/MBSEmpiricalDuration: MBS Duration project

Name		Name	Last commit message	Last commit date
Latest commit History 59 Commits
.ipynb_checkpoints		.ipynb_checkpoints
data		data
DataLoader_explain.ipynb		DataLoader_explain.ipynb
Week 1 Report - Callable Bond.ipynb		Week 1 Report - Callable Bond.ipynb
Week 10 Report - Updated Orthogonal Regression and Hedging.ipynb		Week 10 Report - Updated Orthogonal Regression and Hedging.ipynb
Week 11 Curvature_Fit_Varying_Window.ipynb		Week 11 Curvature_Fit_Varying_Window.ipynb
Week 11 MBS_present.ipynb		Week 11 MBS_present.ipynb
Week 11 Report - Hedging.ipynb		Week 11 Report - Hedging.ipynb
Week 11 Report - Time Series Simulation and Hedging.ipynb		Week 11 Report - Time Series Simulation and Hedging.ipynb
Week 12 kalman filter v2.ipynb		Week 12 kalman filter v2.ipynb
Week 12_kalman filter.ipynb		Week 12_kalman filter.ipynb
Week 13 - duration and moneyness.ipynb		Week 13 - duration and moneyness.ipynb
Week 13 Kalman filter and Hedging - test.ipynb		Week 13 Kalman filter and Hedging - test.ipynb
Week 13 kalman filter v3.ipynb		Week 13 kalman filter v3.ipynb
Week 13 kalman filter.ipynb		Week 13 kalman filter.ipynb
Week 13.ipynb		Week 13.ipynb
Week 14 kalman filter v3.ipynb		Week 14 kalman filter v3.ipynb
Week 14.ipynb		Week 14.ipynb
Week 14_All.ipynb		Week 14_All.ipynb
Week 15 - Presentation Related v3.ipynb		Week 15 - Presentation Related v3.ipynb
Week 15 - Presentation Related v7.ipynb		Week 15 - Presentation Related v7.ipynb
Week 15 - Presentation Related v8.ipynb		Week 15 - Presentation Related v8.ipynb
Week 15 - Presentation Related.ipynb		Week 15 - Presentation Related.ipynb
Week 15 KF-approach 2.ipynb		Week 15 KF-approach 2.ipynb
Week 15 P3.ipynb		Week 15 P3.ipynb
Week 15_All coupon 4.ipynb		Week 15_All coupon 4.ipynb
Week 15_All.ipynb		Week 15_All.ipynb
Week 2 Report - Function Form Fitting.ipynb		Week 2 Report - Function Form Fitting.ipynb
Week 4 Report - Function Form Fitting on Simulated Price and Duration.ipynb		Week 4 Report - Function Form Fitting on Simulated Price and Duration.ipynb
Week 6 Report - Rolling Regression.ipynb		Week 6 Report - Rolling Regression.ipynb
Week 7 Report - Non-linear Function Fit.ipynb		Week 7 Report - Non-linear Function Fit.ipynb
Week 8 Report - Rolling Regression with Automatic Issuance Integration.ipynb		Week 8 Report - Rolling Regression with Automatic Issuance Integration.ipynb
Week 8 with hedging and Window.ipynb		Week 8 with hedging and Window.ipynb
Week 9 Report - Orthogonal Regression and Hedging.ipynb		Week 9 Report - Orthogonal Regression and Hedging.ipynb
week2.PNG		week2.PNG

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