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- vallematteo.github.io
- @mttvalle
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Computational-Finance-Course-Lech-Grzelach
Computational-Finance-Course-Lech-Grzelach PublicForked from LechGrzelak/Computational-Finance-Course
Here you will find materials for the course of Computational Finance by Lech Grzelach
Jupyter Notebook
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rough_volatility
rough_volatility PublicForked from sigurdroemer/rough_volatility
The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic volatility models to the SPX and VIX markets".
Jupyter Notebook
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NN-StochVol-Calibrations
NN-StochVol-Calibrations PublicForked from amuguruza/NN-StochVol-Calibrations
We implement the paper: Deep Learning Volatility
Jupyter Notebook
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BeforeIT.jl
BeforeIT.jl PublicForked from bancaditalia/BeforeIT.jl
A fast and modular Julia implementation of the macroeconomic ABM of [Poledna et al., European Economic Review (2023)]
Julia
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