Data

Tools

Indexes

Applications

Experiments

Repos

An open API service providing repository metadata for many open source software ecosystems.

GitHub topics: lookback-option

jkirkby3/PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Language: MATLAB - Size: 381 KB - Last synced at: 3 months ago - Pushed at: 6 months ago - Stars: 179 - Forks: 67

deepakgouda/FinanceLab-MA374

Lab assignments of Financial Engineering Course MA374

Language: Jupyter Notebook - Size: 28.7 MB - Last synced at: about 2 months ago - Pushed at: about 6 years ago - Stars: 3 - Forks: 5

Related Keywords
american-options 2 asian-option 2 european-options 2 lookback-option 2 option-pricing 2 stock-prices 1 risk-modelling 1 portfolio-management 1 finance 1 black-scholes-merton 1 variance-swap 1 stochastic-volatility-models 1 sabr 1 quantitative-finance 1 quant-finance 1 options 1 monte-carlo 1 levy-processes 1 jump-diffusion 1 heston-model 1 fourier-transform 1 derivatives 1 black-scholes 1 bermudan-option 1 barrier-option 1