GitHub / qlero / vix_index_modelization

Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/qlero%2Fvix_index_modelization
PURL: pkg:github/qlero/vix_index_modelization

Stars: 16
Forks: 13
Open issues: 0

License: mit
Language: Jupyter Notebook
Size: 310 KB
Dependencies parsed at: Pending

Created at: about 6 years ago
Updated at: almost 2 years ago
Pushed at: about 6 years ago
Last synced at: almost 2 years ago

Topics: cboe, finance, financial-markets, financial-modeling, vix, vix-index, volatility-modeling

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