Pinned Repositories
cdstools
For calculating CDS spreads and bootstrapping hazard rates from CDS spreads
cookiecutter
A command-line utility that creates projects from cookiecutters (project templates), e.g. Python package projects, VueJS projects.
Delta-Hedging
Simulation of delta hedging
Finite-Difference-Option-Pricing
Utilization of finite difference methods for the purpose of pricing European-style options
Fractional-Brownian-Motion
Python implementation of fractional brownian motion
fractionalBM
R package for simulating paths of Fractional Brownian Motion and samples of Fractional Gaussian Noise.
Lattice-Pricing-models
Lattice/tree pricing methods for European and American options
Monte-Carlo-Option-Pricing
Monte Carlo option pricing algorithms for vanilla and exotic options
Time-Series-Modeling
Univariate, Multivariate, ML, and ARCH style time series models
732jhy's Repositories
732jhy/Fractional-Brownian-Motion
Python implementation of fractional brownian motion
732jhy/Monte-Carlo-Option-Pricing
Monte Carlo option pricing algorithms for vanilla and exotic options
732jhy/Delta-Hedging
Simulation of delta hedging
732jhy/cdstools
For calculating CDS spreads and bootstrapping hazard rates from CDS spreads
732jhy/Finite-Difference-Option-Pricing
Utilization of finite difference methods for the purpose of pricing European-style options
732jhy/Lattice-Pricing-models
Lattice/tree pricing methods for European and American options
732jhy/cookiecutter
A command-line utility that creates projects from cookiecutters (project templates), e.g. Python package projects, VueJS projects.
732jhy/fractionalBM
R package for simulating paths of Fractional Brownian Motion and samples of Fractional Gaussian Noise.
732jhy/Time-Series-Modeling
Univariate, Multivariate, ML, and ARCH style time series models