Work related to quantitative finance.
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Updated
Feb 20, 2018 - Jupyter Notebook
Work related to quantitative finance.
Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
Monte-Carlo Simulation of Financial Sensitivities (EPFL - Stochastic Simulation)
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
PHP SDK developed by @caymanbrothers, @GloomBerry and @stefankuehnel for the analysis and valuation of equity derivative options.
Educational and practical tool for estimates of Option Pricing and calculations of Greeks using the Black-Scholes Mathematical Model.
These reports were developed for the course Stochastic methods for finance using real data from yahoo finance and analyzing it via excel VBA
Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.
Quantitative Finance, Financial Machine Learning and visualizations Notebooks
Visualize the Solar System: A Python script that plots the orbits of the major planets, with a special focus on Pluto and the Kuiper Belt. Utilizing NumPy for calculations and Matplotlib for visualization, this script provides an educational tool to explore the dynamics of our solar system, highlighting Pluto's unique orbit and the vast Kuiper Belt
Programmings skills application in derivative pricing
This code aims at pricing european dividendless options using the Black-Scholes model to further create an option Portfolio and compute greeks
European option price and greeks graphs in Black-Scholes model using Matlab.
for mini magazine cms or blog...extrem fast code ... without database .... very easy to use ...
Computation of greeks on an option basket with automatic differentiation
An option pricing demo. Three option pricing models with their Greeks.
How to hedge any positive linear gamma instrument using a “Gamma transform”
Weekly exercises of the course of Stochastic Methods for Finance.
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