yhilpisch/py4fi

Issues

• (+_+)

  #11 opened 3 years ago by damodharm
  0

• tyu

  #10 opened 4 years ago by elbestan
  0

• Conda environment creation fails

  #7 opened 4 years ago by xmatthias
  4

• 【chapter6】data['Mov_Vol'] = data['Return'].rolling(window=252).std() * math.sqrt(252)

  #6 opened 6 years ago by zhuyuanping
  2

• mcs_full_vector_numpy.py has a drift a S[0]

  #5 opened 6 years ago by joelowj
  2

• mcs_full_vector_numpy.py does not converge to the true price.

  #4 opened 6 years ago by joelowj
  2

• Error in your formula, chapter 3, pg. 51 for vega of a call

  #3 opened 7 years ago by mrajancsr
  1

• Q about bsm_vega?

  #1 opened 8 years ago by kechan
  2

• Example in 6.4 not working ( Netfonds's API )

  #2 opened 8 years ago by tnlin
  1