GitHub topics: simulation-techniques-in-finance
caramel2001/Financial-Derivative-Analysis-and-Simulation
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
Language: Jupyter Notebook - Size: 18.3 MB - Last synced at: about 1 year ago - Pushed at: over 1 year ago - Stars: 17 - Forks: 3
Related Keywords
cir-model
1
cox-ingersoll-ross
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derivatives-pricing
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geometric-brownian-motion
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heston-stochastic-volatility
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implied-volatility
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local-volatility-model
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mh4518
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mh4518-ntu
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monte-carlo-simulation
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numpy
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python
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simulation-modeling
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simulation-techniques-in-finance
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variance-reduction
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