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jump-diffusion-mertons-model

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cantaro86 / Financial-Models-Numerical-Methods

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Collection of notebooks about quantitative finance, with interactive python code.

python science tutorial topics linear-regression mathematics econometrics nbviewer partial-differential-equations option-pricing quantitative-finance jupyter-notebooks stochastic-differential-equations american-options kalman-filter stochastic-processes monte-carlo-methods financial-engineering financial-mathematics levy-processes heston-model brownian-motion jump-diffusion-mertons-model fourier-inversion linear-systems-equations

Updated Jul 10, 2020
Jupyter Notebook

kavjay / LondonCh2MonteCarlo

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J London Chapter 2 C++ Codes: Monte Carlo Simulations

polar-rejection antithetic-european-option poisson-random-variable jump-diffusion-mertons-model antithetic-geometric-asian-option antithetic-arithmetic-asian-option antithetic-control-variate-asian spread-option

Updated Dec 17, 2017
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