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58 followers · 2 following · 34

Highlights

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  1. Quantitative-Notebooks

    Educational notebooks on quantitative finance, algorithmic trading, financial modelling and investment strategy

    Jupyter Notebook 276 68

  2. Implied-Volatility-Modelling

    With real market data using Black Scholes and Brentq

    Jupyter Notebook 10 6

  3. Option-Pricing-under-Uncertainty

    By means of stochastic volatility models

    Jupyter Notebook 20 4

39 contributions in the last year

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August - September 2020

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July 2020

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