junyiwu5929 Goto Github PK
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junyiwu5929's Projects
disportcompproject
junyiwu5929.github.io
mibianlib
Python Options Pricing Library
option
二叉树、CRR、期权定价、美式期权、欧式期权
optlib
A library for financial options pricing written in Python.
pyoptionpricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
python_option_pricing
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
simpletimer
Class Timer for a timer used as a decorator.
ubs-nyu-capstone-2020q2-automl
volatility-and-option
计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
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