Ecosyste.ms: Repos
An open API service providing repository metadata for many open source software ecosystems.
GitHub topics: risk-neutral-probability
PavanAnanthSharma/Breeden-Litzenberger-formula-for-risk-neutral-densities
The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the implied risk-neutral probability density function from observed option prices
Language: Jupyter Notebook - Size: 97.7 KB - Last synced: 11 days ago - Pushed: 7 months ago - Stars: 7 - Forks: 3
ramonVDAKKER/teaching-quantitative-finance
Auxiliary material course Quantitative Finance (Tilburg University)
Language: TeX - Size: 8.83 MB - Last synced: about 1 year ago - Pushed: over 1 year ago - Stars: 2 - Forks: 0
bottama/stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Language: Python - Size: 2.38 MB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 11 - Forks: 1
thk-cheng/Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon
The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
Language: C++ - Size: 27.8 MB - Last synced: over 1 year ago - Pushed: over 3 years ago - Stars: 1 - Forks: 0
andreasfoitzik/generalized_recovery
Option based P-density with time-separable utility function
Language: Python - Size: 9.03 MB - Last synced: over 1 year ago - Pushed: about 6 years ago - Stars: 1 - Forks: 2
