Top 1 jump-diffusion-mertons-model open source projects
Financial Models Numerical Methods
Collection of notebooks about quantitative finance, with interactive python code.
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pythonJupyter Notebookquantitative-financelinear-regressionkalman-filtereconometricspartial-differential-equationsoption-pricingjupyter-notebooksstochastic-differential-equationsamerican-optionsstochastic-processesmonte-carlo-methodsfinancial-engineeringfinancial-mathematicslevy-processesheston-modelbrownian-motionjump-diffusion-mertons-modelfourier-inversionlinear-systems-equations1-1 of 1 jump-diffusion-mertons-model projects