romanmichaelpaolucci / Pricing_Exotic_Options
Library for simulation and analysis of vanilla and exotic options
☆31Updated 4 years ago
Alternatives and similar repositories for Pricing_Exotic_Options:
Users that are interested in Pricing_Exotic_Options are comparing it to the libraries listed below
- Algorithmic multi-greek hedges using Python☆18Updated 4 years ago
- A low frequency statistical arbitrage strategy☆19Updated 6 years ago
- ☆24Updated 6 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆30Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Dynamic algorithmic trading systems in Python using Interactive Broker's Python API