There are no reviews yet. Be the first to send feedback to the community and the maintainers!
vix
Compute VIX and related volatility indicesimpvol
Find Black-Scholes implied volatilityfangoosterlee
Price options analytically given stock price characteristic functiondataanalysispython
Data Analysis in Pythonbekk
Estimate parameters of BEKK modelrndensity
Risk-neutral density-density based option pricingmygmm
My own implementation of the GMM estimator.finmetrix-code
Financial Econometricsfinmetrix
FinMetrix Examplesmultivol
Model of multivariate volatilityskewstudent
Skewed Student distributionmultidensity
Multivariate Densitiesadventofcode2022
My take on https://adventofcode.com/2022/diffusions
Simulation and estimation of Stochastic Diffusion modelscython_blas_lapack
Linear algebra in CythonLove Open Source and this site? Check out how you can help us