Microsoft Excel remains a tool of choice for big data mavens, due to the numerous ways it can plug into third-party data sources and massage them with ease. Python, too, has become a go-to technology ...

Calibrating Ho and Lee short term interest rate model in C#, ExcelDNA, Alglib, Python and xlwings. In this repository, we use both C# and Python to calibrate Ho Lee model's "theta" on market data. The ...

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