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
Last synced: 7 months ago
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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 (about 2 years ago)
- Default Branch: master
- Last Pushed: 2024-06-20T09:10:27.000Z (almost 2 years ago)
- Last Synced: 2024-12-27T16:33:12.979Z (over 1 year 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
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Metadata Files: