https://github.com/dimits-ts/quantitative-finance

Scripts for option pricing (European/American) and FX arbitrage opportunities.
https://github.com/dimits-ts/quantitative-finance

arbitrage-opportunity binomial-model finance monte-carlo-simulation option-pricing

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Scripts for option pricing (European/American) and FX arbitrage opportunities.

• Host: GitHub
• URL: https://github.com/dimits-ts/quantitative-finance
• Owner: dimits-ts
• Created: 2024-05-23T11:56:54.000Z (6 months ago)
• Default Branch: master
• Last Pushed: 2024-06-20T09:10:27.000Z (5 months ago)
• Last Synced: 2024-07-11T12:17:45.292Z (4 months ago)
• Topics: arbitrage-opportunity, binomial-model, finance, monte-carlo-simulation, option-pricing
• Language: Python
• Homepage:
• Size: 219 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:

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