frmcalcs's repositories
Language:Python000
Synthetic-NEM-2000bus-Data
This repository contains the Matpower files of a synthetic network model for National Electricity Market (NEM) of Australia.
CC-BY-4.0000
Vasicek_CIR_HoLee_HullWhite_Models_Python
Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
000
Projet_QF_partie_2
Vanna-volga pricer for fx options
000
bitcointalk-ANN
Scrapes 1000+ thread into a single html document for better reading and analysis
vanna-volga_option_price
Prices an FX option and creates a volatility surface.
000
fangoosterlee
Price options analytically given stock price characteristic function
MIT000