Topic: "implied-volatility-forecasting"
ektoravlonitis/Implied-Volatility-Prediction
Use of LSTM to predict the implied volatility skew in financial markets
Language: Python - Size: 603 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
kuntojirohan/options-pricing-project
Implementation of option pricing using Black Scholes Model and delta hedging strategies on SPX data
Language: Jupyter Notebook - Size: 19.6 MB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0
