https://github.com/matthewcaseres/honeycomb

oaoaoaoa
https://github.com/matthewcaseres/honeycomb

Last synced: 10 months ago
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oaoaoaoa

• Host: GitHub
• URL: https://github.com/matthewcaseres/honeycomb
• Owner: MatthewCaseres
• Created: 2025-03-09T11:54:09.000Z (over 1 year ago)
• Default Branch: main
• Last Pushed: 2025-03-17T02:00:32.000Z (over 1 year ago)
• Last Synced: 2025-03-17T06:22:57.052Z (over 1 year ago)
• Language: Jupyter Notebook
• Size: 438 KB
• Stars: 0
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md

Awesome Lists containing this project

README

          
* CIR

    * http://www.jaeckel.org/eqf013_009.pdf

    * https://github.com/t-vi/interesting-rates/blob/master/interest-rate-models/CIR.ipynb

* Heston

    * https://github.com/Pauli-Isosomppi/Heston-model

* Correlated returns: Just use multivariate normal, may want to learn more