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GitHub topics: volatility-modelling

rexsutton/vollab

Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.

Language: Jupyter Notebook - Size: 627 KB - Last synced at: about 1 month ago - Pushed at: about 4 years ago - Stars: 17 - Forks: 7