https://github.com/jgatheral/RoughVolatilityWorkshop
QuantMinds Rough Volatility Workshop lectures
https://github.com/jgatheral/RoughVolatilityWorkshop
Last synced: 4 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 (about 1 year ago)
- Default Branch: main
- Last Pushed: 2024-11-10T22:46:27.000Z (about 1 year ago)
- Last Synced: 2024-11-24T08:04:39.459Z (12 months ago)
- Language: Jupyter Notebook
- Size: 41.7 MB
- Stars: 14
- Watchers: 1
- Forks: 2
- Open Issues: 0
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Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
- 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.