计算上证50ETF期权隐含波动率并验证波动率微笑
☆32Nov 26, 2018Updated 7 years ago
Alternatives and similar repositories for volatility_smile
Users that are interested in volatility_smile are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- 计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数☆126Jul 14, 2020Updated 6 years ago
- 期权隐含波动率/历史波动率☆199Aug 7, 2022Updated 3 years ago
- A trading algorithm utilizing a Naive Bayes classifier to predict expected returns, GARCH (1,1) volatility forecasting, and the Markowitz…☆10Dec 22, 2017Updated 8 years ago
- 基于BS模型、二叉树模型、傅里叶变换、蒙特卡洛模拟，实现期权定价、希腊字母计算、隐含波动率计算。☆15Aug 26, 2020Updated 5 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- ☆10Nov 4, 2018Updated 7 years ago
- 雁陎的各种小项目合集☆17Apr 8, 2024Updated 2 years ago
- Predicting for Customers, whether they will buy car insurance or not.☆11Jan 29, 2021Updated 5 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 6 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- python 金融衍生品大数据分析☆16Dec 5, 2018Updated 7 years ago
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- This repo implements a Fama-MacBeth 2-stage regression to estimate factor risk premia, make inference on the risk premia, and test whethe…☆14Jun 25, 2019Updated 7 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 3 months ago
- Q-quant和因子投资实证汇总☆24Jul 5, 2021Updated 5 years ago
- Algorithm which quotes bid and ask prices for a stock and its options continuously by defining a bid-ask spread. Further, outstanding del…☆10Jan 11, 2026Updated 6 months ago
- 中国波指的计算☆151Nov 2, 2018Updated 7 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- SVI volatility surface model and an example of China 50ETF option☆84May 13, 2020Updated 6 years ago
- 从http://ggjd.cnstock.com/ 抓取股票的午间公告☆10Aug 1, 2016Updated 9 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- I use Python3 to try the experiments on the classic book <Options, Futures and other Derivatives>, the BS model and the sensitivity analy…☆31Jan 4, 2021Updated 5 years ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 12 years ago
- Options are an integral part of hedging strategies, portfolio management and many other facets of the finance industry. And Greeks of an …☆12Jul 10, 2021Updated 5 years ago
- Option Greeks: Calculation and Visualization☆22Jun 12, 2023Updated 3 years ago
- dataframe for c++☆28Apr 24, 2021Updated 5 years ago
- 期权价格计算器——金融工程第二次展示☆67Feb 9, 2020Updated 6 years ago
- 凤凰金融量化投资大赛初赛打榜4冠军——代码分享☆24Jul 29, 2018Updated 8 years ago
- ZJU LaTeX Proposal Template for Undergraduate.☆18Jun 29, 2017Updated 9 years ago
- FFT-based Option Pricing Methods in Python☆59Aug 29, 2018Updated 7 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Volatility trading☆21Apr 18, 2026Updated 3 months ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆24Aug 12, 2017Updated 8 years ago
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Mar 18, 2026Updated 4 months ago
- Developed a Python program that calculates the price of both calls and put options using methods like Monte Carlo Simulation, Black Schol…☆19Jan 5, 2020Updated 6 years ago
- Pricing autocallable barrier reverse convertibles (aka snowball structure contract) using monte carlo☆15Feb 2, 2023Updated 3 years ago
- Quant finance Portal based on project BearAlpha. This project contains strategy back test framework with backtrader, database construct w…☆17Aug 9, 2022Updated 3 years ago
- ☆20Dec 26, 2016Updated 9 years ago