risk-neutral-probability

There are 7 repositories under risk-neutral-probability topic.

bottama/stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Language:Python33 2 09
PavanAnanthSharma/Breeden-Litzenberger-formula-for-risk-neutral-densities
The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the implied risk-neutral probability density function from observed option prices
Language:Jupyter Notebook11 2 06
Zhongjun-Qu/State-Price-Density
Sieve estimation of state price density implied by option prices
6 1 04
ramonVDAKKER/teaching-quantitative-finance
Auxiliary material course Quantitative Finance (Tilburg University)
Language:Jupyter Notebook3 1 00
thk-cheng/Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon
The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
Language:C++3 1 01
alframoss/black-scholes-european-option-pricing
Pricing European options using explicit Black-Scholes solution and Monte-Carlo method. Producing heat maps which display the variability in option price for varying volatility and spot price.
Language:Jupyter Notebook20
raj-rao-rr/Investor-Inflation-Expectations
Computes implied measures for inflation expectations derived from inflation option data
Language:MATLAB2 1 01