ilchen

Jupyter notebooks for analysis of US federal debt, tax revenues, GDP, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings, stock market. Using APIs from FRED and Yahoo-Finance.

Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.