https://github.com/gerdm/tgmaffiro
Theoretical Grounds and Market Adaptations of Financial FX and Interest Rate Options
https://github.com/gerdm/tgmaffiro
Last synced: about 1 year ago
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Theoretical Grounds and Market Adaptations of Financial FX and Interest Rate Options
- Host: GitHub
- URL: https://github.com/gerdm/tgmaffiro
- Owner: gerdm
- Created: 2017-04-08T08:23:29.000Z (about 9 years ago)
- Default Branch: master
- Last Pushed: 2017-11-30T20:01:55.000Z (over 8 years ago)
- Last Synced: 2025-02-09T16:12:59.592Z (over 1 year ago)
- Language: Jupyter Notebook
- Size: 18.2 MB
- Stars: 2
- Watchers: 3
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Theoretical Grounds And Market Adaptations of Financial Fx Options
```
├── README.md
├── binomial_model
│ ├── 100_call_option.png
│ └── CRR.ipynb
├── curves
│ ├── B-Spline.ipynb
│ ├── Interpolation.ipynb
│ ├── bspline.py
│ ├── files
│ │ ├── holidays.txt
│ │ └── tiie_swap_curve.txt
│ ├── pyrate.py
│ └── rate_curves.ipynb
├── images
├── misc
│ ├── commands.tex
│ └── ref.bib
├── notebooks
│ ├── Brownian_motion.ipynb
│ ├── Computations.ipynb
│ ├── Stochastic\ Process.ipynb
│ ├── graphics.ipynb
│ └── simple_function.ipynb
├── slides
│ ├── TGMAFFIRO_slides.tex
│ └── UMA_logo.jpg
└── thesis
├── TGMAFFIRO.tex
└── chapters
├── app_proofs.tex
├── ch1.tex
├── ch2.tex
├── ch3.tex
├── ch4.tex
├── ch5.tex
└── ch6.tex
9 directories, 27 files
```