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Collection of notebooks about quantitative finance, with interactive python code.
python
econometrics
heston-model
kalman-filter
levy-processes
option-pricing
brownian-motion
american-options
fourier-inversion
jupyter-notebooks
linear-regression
monte-carlo-methods
quantitative-finance
stochastic-processes
financial-engineering
financial-mathematics
linear-systems-equations
jump-diffusion-mertons-model
partial-differential-equations
stochastic-differential-equations
Created
2019-09-10
71 commits to master branch, last one 3 months ago
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Created
2021-11-05
28 commits to main branch, last one 2 years ago