ArturSepp / StochVolModels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Date Created 2022-08-03 (2 years ago)

Commits 46 (last one 20 days ago)

Stargazers 140 (1 this week)

Watchers 3 (0 this week)

Forks 31

License gpl-3.0

Ranking

RepositoryStats indexes 579,555 repositories, of these ArturSepp/StochVolModels is ranked #229,902 (60th percentile) for total stargazers, and #420,420 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #41,676/115,123.

ArturSepp/StochVolModels is also tagged with popular topics, for these it's ranked: python (#10,490/21870), quantitative-finance (#121/198)

Other Information

Homepage URL: https://github.com/ArturSepp/StochVolModels

All Topics

python heston-model option-pricing fourier-transform volatility-modeling quantitative-finance stochastic-processes stochastic-volatility monte-carlo-simulation heston-stochastic-volatility lognormal-stochastic-volatility

Star History

Github stargazers over time

Watcher History

Github watchers over time, collection started in '23

Recent Commit History

46 commits on the default branch (main) since jan '22

Yearly Commits

Commits to the default branch (main) per year

Issue History

Languages

The only known language in this repository is Python

updated: 2024-11-07 @ 01:55pm, id: 520908687 / R_kgDOHwxvjw