François Jordan's repositories
Bonus-Certificat
Bonus Certificat, introduction to structured products
Language:Jupyter Notebook000
Delta-Hedging-strategy
Delta Hedging strategy on European Option
Lookback-option
Pricing of European Lookback put option with floating strike with naive method, brownian bridge approach and finite difference method (implicite scheme).
Language:Jupyter Notebook000
Statistical-Learning-project
Approximation of the price of an European Call option varying volatility with linear and polynomial reression, and with a neural network.
Language:Jupyter Notebook000