FranklinMa810 / baruch-mfe-labLinks
Baruch MFE program quant lab
☆9Updated 6 years ago
Alternatives and similar repositories for baruch-mfe-lab
Users that are interested in baruch-mfe-lab are comparing it to the libraries listed below
Sorting:
- Calibration of a Surface SVI☆13Updated 6 years ago
- ☆7Updated 9 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆9Updated last month
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆10Updated 2 years ago
- Calibration and pricing options in Heston model☆13Updated 7 years ago
- baruch mfe mth9814 financial instruments☆14Updated 7 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆21Updated 7 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …