Pinned Repositories
AdvNum19_COS-FFT
bitcointalk-ANN
Scrapes 1000+ thread into a single html document for better reading and analysis
fangoosterlee
Price options analytically given stock price characteristic function
frm
Projet_QF_partie_2
Vanna-volga pricer for fx options
SLV_Calibration
Synthetic-NEM-2000bus-Data
This repository contains the Matpower files of a synthetic network model for National Electricity Market (NEM) of Australia.
vanna-volga_option_price
Prices an FX option and creates a volatility surface.
Vasicek_CIR_HoLee_HullWhite_Models_Python
Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
frmcalcs's Repositories
frmcalcs/bitcointalk-ANN
Scrapes 1000+ thread into a single html document for better reading and analysis
frmcalcs/frm
frmcalcs/AdvNum19_COS-FFT
frmcalcs/fangoosterlee
Price options analytically given stock price characteristic function
frmcalcs/Projet_QF_partie_2
Vanna-volga pricer for fx options
frmcalcs/SLV_Calibration
frmcalcs/Synthetic-NEM-2000bus-Data
This repository contains the Matpower files of a synthetic network model for National Electricity Market (NEM) of Australia.
frmcalcs/vanna-volga_option_price
Prices an FX option and creates a volatility surface.
frmcalcs/Vasicek_CIR_HoLee_HullWhite_Models_Python
Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes