Top 2 levy-processes open source projects
Financial Models Numerical Methods
Collection of notebooks about quantitative finance, with interactive python code.
✭ 3,534
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-equationsPROJ Option Pricing Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
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