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Finsinyur/Option-Smile-Calibration

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Created over 1 year ago
Updated over 1 year ago

Finsinyur/Option-Smile-Calibration

Finsinyur

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A repository with a collection of various techniques to calibrate option implied volatility smile

EurexT7ReferenceData

estimating-term-structure

A simple exercise applying methods to construct interest rate term structure.

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PyOptionTree

Package for deploying lattice models for option pricing

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QF603_QAFM_Project

Project Repository for QF603

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