Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
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Updated
Sep 22, 2020 - Jupyter Notebook
Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.
Collection of numerical methods for high frequency data, in Python notebooks
Public repo of some of my options modeling projects
Quant finance notebooks from PQN course
In this notebook, I've loaded historical Dollar-Yen exchange rate futures data. I've applied time series analysis and modeling to determine whether there is any predictable behavior.
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