Topic: heston-model Goto Github
Some thing interesting about heston-model
Some thing interesting about heston-model
heston-model,R implementation of the Heston option pricing function
User: 0xalbert
heston-model,Modelling the implicit volatility, using multi-factor statistical models.
User: aidinattar
heston-model,An implementation of the Heston model, a stochastic volatility model for options pricing. We compute prices of European call and put options via Monte Carlo simulation, for a variety of strike prices and maturities. We also show that the Heston model captures volatility smiles/smirks/skews.
User: alichopping
heston-model,Machine Learning for Finance (FIN-418 EPFL) final project: Comparison of different option pricers for the Heston model
User: anitamezzetti
heston-model,Financial Derivatives Calculator with 168+ Models (Options Calculator)
User: anthonybradford
Home Page: https://anthonybradford.github.io/optionmatrix/
heston-model,Black Scholes Model and Heston Model
User: aravindan98
heston-model,Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
User: artursepp
Home Page: https://github.com/ArturSepp/StochVolModels
heston-model,Collection of notebooks about quantitative finance, with interactive python code.
User: cantaro86
heston-model,American and European options pricer web app build with Flask and React
User: christianlindler
heston-model,The code here is used for several basic financial models and methods, including Black Scholes formula, Monte Carlo Simulation, etc. The codes in this repository are written with C#.
User: gonewiththewind4
heston-model,Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.
User: jcfrei
heston-model,A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
User: jerryxyx
heston-model,Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
User: jkirkby3
heston-model,Lunchbox of basic quantitative models in practice
User: kennnnyzhou
heston-model,📚SDE research and modelling in Finance📚
User: kirillzx
heston-model,Stochastic Valuation Processes for stock prices and bond rates
User: lautaroparada
Home Page: https://www.mathworks.com/matlabcentral/fileexchange/76023-stochastic-processes
heston-model,Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative
User: liberxue
heston-model,Application used to price an option under the BarbequeRTRM framework
User: lnapo94
heston-model,A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
User: lyndskg
heston-model,implement Heston model, which describe stochastic volatility.
User: mingfengx
heston-model,Demonstrates how to price derivatives in a Heston framework, using successive approximations of the invariant distribution of a Markov ergodic diffusion with decreasing time discretization steps. The framework is that of G. Pagès & F. Panloup.
User: mrktn
heston-model,Some applications in Financial Mathematics.
User: nikosnikolopoulos
heston-model,Python Financial ENGineering (PyFENG package in PyPI.org)
Organization: pyfe
heston-model,Quantitative finance and derivative pricing
Organization: quantmind
Home Page: https://quantmind.github.io/quantflow/
heston-model,Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.
User: rexsutton
heston-model,Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
User: robin-guilliou
heston-model,Determine implied volatility according to Black-Scholes dynamics.
User: sandershortway
heston-model,Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.
User: sk8gh
heston-model,This is a simulation project for the seconder order discretization schemes for the CIR process.
User: tomespel
heston-model,We apply Finite Element Method (FEM) for option pricing problem under Heston's Model.
User: vincent27hugh
heston-model,Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
User: white07s
heston-model,Simulation of Affine Jump Diffusions Using Broadie-Kaya Method
User: xmlongan
heston-model,Simulation of Affine Jump Diffusions Using Kyriakou-Brignone-Fusai Method
User: xmlongan
heston-model,Stochastic volatility models and their application to Deribit crypro-options exchange
User: zugzvangg
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