ququcai / volatility_smileView external linksLinks
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
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☆125Jul 14, 2020Updated 5 years ago
- 期权隐含波动率/历史波动率☆196Aug 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
- ☆10Nov 4, 2018Updated 7 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago
- Calibration of a Surface SVI☆13Jan 31, 2019Updated 7 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
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆18Feb 21, 2020Updated 5 years ago
- 中国波指的计算☆149Nov 2, 2018Updated 7 years ago
- Market Risk Management with Time Series Prediction of Stock Market Trends using ARMA, ARIMA, GARCH regression models and RNN for time ser…☆23Aug 12, 2017Updated 8 years ago
- 多因子模型相关☆23Jun 16, 2021Updated 4 years ago
- 萝卜投研A股上市公司研报☆29Jun 10, 2019Updated 6 years ago
- 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 Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆31Oct 30, 2023Updated 2 years ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 11 years ago
- SVI volatility surface model and an example of China 50ETF option☆81May 13, 2020Updated 5 years ago
- The annual coding competition hosted by Optiver in collaboration with LSE☆17Jul 18, 2022Updated 3 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 2 years ago
- Plugin for nx.dev that adds offline PWA capabilities to a react app inside nx workspace☆16Jan 9, 2023Updated 3 years ago
- 以wind为数据源的基金单期brinson业绩归因☆87Jan 23, 2020Updated 6 years ago
- Assignments submitted for the Certification in Quantitative Finance (CQF) 2016☆38Mar 26, 2018Updated 7 years ago
- A git repo used as a CMS for https://www.eosdocs.io☆10Jan 21, 2020Updated 6 years ago
- Reference code for the paper ""Centroid-Guided Target-Driven Topology Control Method for UAV Ad-Hoc Networks Based on Tiny Deep Reinforce…☆10Oct 21, 2024Updated last year
- Copy a pandas DataFrame to the clipboard with one click☆12Apr 16, 2020Updated 5 years ago
- 2025最新机场节点购买推荐☆17Feb 1, 2026Updated 2 weeks ago
- Angular 2+ & Bootstrap 4+ input number picker☆10Feb 2, 2023Updated 3 years ago
- presents an in-depth exploration of a cutting-edge trading architecture that combines the predictive power of Long Short-Term Memory (LST…☆14Mar 13, 2025Updated 11 months ago
- Deep Reinforcement Learning based Real-time Renewable Energy Bidding with Battery Control☆16Jul 13, 2025Updated 7 months ago
- Python functionality for getting different data from Bloomberg: prices, implied vols, fundamentals☆13Aug 7, 2025Updated 6 months ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- ☆39Jun 14, 2018Updated 7 years ago
- ☆17Aug 28, 2024Updated last year
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 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 4 years ago
- 新一代API課程範例☆18Jul 15, 2025Updated 7 months ago
- Turn Light Novel raws images into translated text (fork of manga-image-translator)☆10Jun 17, 2022Updated 3 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 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 last month