qarix3/trading

Trading related mathematical finances

trading

Trading related mathematical finances

☐ Value At Risk
☐ Derivative Pricing

• Black Scholes
• Barrier PDE Pricer
• Double KnockOut PDE Pricer
• PDEPricer

☐ Geske
☐ Liquidity
☐ Binomial

References

• https://github.com/KaihuaHuang/Derivative-Pricing-Tool
• https://github.com/KaihuaHuang/VaR