https://github.com/lcsrodriguez/cuttingedge-milliman
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
https://github.com/lcsrodriguez/cuttingedge-milliman
black-scholes cir-model computational-finance cox-ingersoll-ross derivatives-pricing equity-index european-options heston hull-white interest-rates quantitative-finance simulation vasicek
Last synced: about 1 month ago
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Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
- Host: GitHub
- URL: https://github.com/lcsrodriguez/cuttingedge-milliman
- Owner: lcsrodriguez
- License: other
- Created: 2023-02-15T21:02:55.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2023-08-07T11:00:43.000Z (almost 3 years ago)
- Last Synced: 2023-09-03T12:49:15.537Z (almost 3 years ago)
- Topics: black-scholes, cir-model, computational-finance, cox-ingersoll-ross, derivatives-pricing, equity-index, european-options, heston, hull-white, interest-rates, quantitative-finance, simulation, vasicek
- Language: Jupyter Notebook
- Homepage: https://lcsrodriguez.github.io/qf/cutting-edge/
- Size: 22.6 MB
- Stars: 2
- Watchers: 1
- Forks: 0
- Open Issues: 18