https://github.com/jgatheral/RoughVolatilityWorkshop

QuantMinds Rough Volatility Workshop lectures
https://github.com/jgatheral/RoughVolatilityWorkshop

Last synced: about 2 months ago
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QuantMinds Rough Volatility Workshop lectures

• Host: GitHub
• URL: https://github.com/jgatheral/RoughVolatilityWorkshop
• Owner: jgatheral
• License: gpl-3.0
• Created: 2024-11-10T22:38:49.000Z (2 months ago)
• Default Branch: main
• Last Pushed: 2024-11-10T22:46:27.000Z (2 months ago)
• Last Synced: 2024-11-10T23:29:12.000Z (2 months ago)
• Language: Jupyter Notebook
• Size: 0 Bytes
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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• trackawesomelist - RoughVolatilityWorkshop (⭐14) - 2024 QuantMind's Rough Volatility Workshop lectures. (Recently Updated / [Nov 23, 2024](/content/2024/11/23/README.md))

README

        
# RoughVolatilityWorkshop

QuantMinds Rough Volatility Workshop lectures

This repository contains Jupyter notebooks for Lectures 1-4 of the Quantminds International Rough Volatility orkshop, Novmber 18, 2024.  It also has .pdf printouts of these lectures and all the source code required to run the notebooks in the subdirectory /QRV.