Leonardo Filipe's repositories

Quantitative-Notebooks

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

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:957Issues:29Issues:0

Option-Pricing-under-Uncertainty

By means of stochastic volatility models

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:40Issues:2Issues:0

Implied-Volatility-Modelling

With real market data using Black Scholes and Brentq

Language:Jupyter NotebookLicense:Apache-2.0Stargazers:21Issues:3Issues:0
Language:Jupyter NotebookStargazers:3Issues:4Issues:0