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Popular repositories Loading

  1. PROJ_Option_Pricing_Matlab PROJ_Option_Pricing_Matlab Public

    Forked from jkirkby3/PROJ_Option_Pricing_Matlab

    Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

    MATLAB 3 3

  2. PHBS_MLF_2021 PHBS_MLF_2021 Public

    PHBS MLF Course

    Jupyter Notebook 2 12

  3. tanh_model tanh_model Public

    Stochastic Volatility Model with Tanh Local Vol

    TeX 1

  4. FE-R FE-R Public

    Forked from PyFE/FE-R

    Financial Engineering in R

    R 1 1

  5. CS229-Final-Project CS229-Final-Project Public

    Art appraisal using deep learning.

    Python 1

  6. SABR-Implied-Volatility SABR-Implied-Volatility Public

    Forked from JackJacquier/SABR-Implied-Volatility

    SABR Implied volatility asymptotics

    Jupyter Notebook 1