Topic: heston-stochastic-volatility Goto Github
Some thing interesting about heston-stochastic-volatility
Some thing interesting about heston-stochastic-volatility
heston-stochastic-volatility,Quantification of risk metrics (VaR, ES, Loss Distribution, Hedging Error) via Monte Carlo simulation of stochastic models (GBM, Heston) with parameter estimation (MLE) on historical data.
User: arjundhatt13
heston-stochastic-volatility,Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
User: artursepp
heston-stochastic-volatility,The project aims to compare the effectiveness of the Heston model and WGAN-GP in modeling financial time series data.
User: c1adrien
heston-stochastic-volatility,Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
User: caramel2001
heston-stochastic-volatility,Tool for pricing exotic options in the Heston model
User: martinerhardt
heston-stochastic-volatility,Python code of commonly used stochastic models for Monte-Carlo simulations
User: rsadykhov
heston-stochastic-volatility,My Master's Thesis Project : MC LRV and ANNs for Financial Derivative Pricing
User: sambhawdrag
heston-stochastic-volatility,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
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