Pinned Repositories
automate-excel-with-python
Foreign-Exchange-Derivatives-and-their-Risk-Measures
used USD/JPY FX volatility market data(ATM, RR, BF quotes)to calculate option volatilities and corresponding strikes,calculated the premium and initial hedge of a 3y Down and Out USD Call JPY Put on USD 25m option with constant volatility.Created a function that constructs volatility surface and returns volatility for given strike and expiry date.
freqtrade_analysis_notebook
jupyter-drive
Google drive for jupyter notebooks
Pandas_practice
practising with pandas
justin1975's Repositories
justin1975/automate-excel-with-python
justin1975/freqtrade_analysis_notebook
justin1975/Foreign-Exchange-Derivatives-and-their-Risk-Measures
used USD/JPY FX volatility market data(ATM, RR, BF quotes)to calculate option volatilities and corresponding strikes,calculated the premium and initial hedge of a 3y Down and Out USD Call JPY Put on USD 25m option with constant volatility.Created a function that constructs volatility surface and returns volatility for given strike and expiry date.
justin1975/Pandas_practice
practising with pandas
justin1975/jupyter-drive
Google drive for jupyter notebooks