By Rae Chipera | Jaxorik AI Research Group
A collection of Jupyter notebooks covering quantitative finance concepts, from classical options pricing models to modern neural network approaches for financial forecasting. Designed for educational purposes.
Originally developed for the Guidon Investment Club.
black_scholes_and_greeks.ipynb— Introduction to the Black-Scholes model and the Greeks (Delta, Gamma, Theta, Vega, Rho)black_scholes_Greeks_example.ipynb— Worked examples applying Black-Scholes and Greeks to real pricing scenarios
Volatility_Trees.ipynb— Binomial tree models for volatility and options pricing
Neural_Networks_Comparison_with_Stock_Data.ipynb— Comparison of RNN, Transformer, and Liquid Neural Network (LNN) architectures using S&P 500 (SPY) data
These notebooks are for educational purposes only and do not constitute financial or investment advice.
MIT © Rae Chipera / Jaxorik AI Research Group