Alternatives and similar repositories for rndensity

Users that are interested in rndensity are comparing it to the libraries listed below

• LynLye / Dissertation_Implied-Volatility-Surface-Parameterization
  Disseration for M.S. in Computer Science of class 2018 at HKU
  ☆12Updated 7 years ago
• Idriss-Afra / Stochastic-Volatility-Inspired-Model
  This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.
  ☆10Updated 3 months ago
• am3p / python
  ☆8Updated 9 years ago
• adityadj98 / Computational-Methods-in-Pricing-and-Model-Calibration-Columbia-University
  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
• Sarabmonga07 / Kernel-Smoothing-Technique-for-Option-Derivatives-
  Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …
  ☆11Updated 4 years ago
• srich86 / Rough-Volatility-and-rBergomi-Model
  Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".
  ☆11Updated 3 years ago
• KNFO-MIMUW / Heston_model
  Calibration and pricing options in Heston model
  ☆13Updated 7 years ago
• kangzhan / SVI-Surface
  Arbitrage free SVI Surface
  ☆14Updated 7 years ago
• QuantMaverick / options_SABR_model
  This project implements the following models to value options in Python: 1. Black-Scholes model 2. Bachelier model 3. Black76 model 4. Di…
  ☆16Updated 6 years ago
• rfbressan / py_ssvi
  Calibration of a Surface SVI
  ☆13Updated 6 years ago
• 1scarecrow1 / Options-Market-Making
  Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask credit. Further, outstanding del…
  ☆10Updated 2 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆13Updated 2 years ago
• jgatheral / RationalRoughHeston
  ☆11Updated last year
• EM51641 / Master-Thesis-
  Volatility is Rough
  ☆9Updated 2 years ago
• remis-thoughts / svi-zeliade
  Fitting an SVI model using Zeliade's method in Python with Pandas
  ☆13Updated 10 years ago
• AdrienCss / OptionTrading
  Topic : Option trading Strategies , B&S , Implied Volatility &Stochastic & Local Volatility , Geometric Brownian Motion.
  ☆26Updated last year
• echalkpad / MTH9894-Algo-Trading
  Baruch MFE MTH9894
  ☆13Updated 8 years ago
• JunbeomL22 / SurfaceFitting
  Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion
  ☆17Updated last year
• LikunOuyang / MTH9855-Asset-Allocation
  Asset allocation and Portfolio Management Course @ Baruch MFE
  ☆14Updated 5 years ago
• omartinsky / HJM
  Heath–Jarrow–Morton model
  ☆12Updated 4 years ago
• maalejach / Rough-volatility-model--and--calibration
  Implementation of the rough volatility model and its calibration
  ☆9Updated 5 years ago
• TYtianyang / scbnn
  Implied volatility surface interpolation with shape-constrained bayesian neural network.
  ☆15Updated 3 years ago
• iceokoli / SVI-Crypto
  Creating a BTC volatility surface using SVI
  ☆9Updated 2 years ago
• sle14 / Options-market-making-using-a-stochastic-control-approach
  Derivation of analytical expressions of optimal quotes for market making in options.
  ☆20Updated 3 years ago
• lionel75013 / sabrMC
  Unbiased SABR model simulation in the manner of Bin Chen, Cornelis W. Oosterlee and Hans van der Weide
  ☆7Updated 6 years ago
• Jmaihuire / MTH9875_Volatility_Surface
  This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface
  ☆23Updated 7 years ago
• yc-liu / mth9814
  baruch mfe mth9814 financial instruments
  ☆15Updated 7 years ago
• yuba316 / SABR_Volatility_Arbitrage
  A 50ETF Option Volatility Arbitrage Strategy Based on SABR Model
  ☆24Updated 2 years ago
• oronimbus / pybeta
  A lean package to estimate financial asset betas
  ☆9Updated 2 years ago
• oumarndiaye / Projet_QF_partie_2
  Vanna-volga pricer for fx options
  ☆9Updated 6 years ago