jump-diffusion-mertons-model

There are 2 repositories under jump-diffusion-mertons-model topic.

cantaro86 / Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
quantitative-finance jupyter-notebooks kalman-filter option-pricing financial-engineering financial-mathematics partial-differential-equations fourier-inversion stochastic-processes stochastic-differential-equations levy-processes heston-model brownian-motion american-options monte-carlo-methods python linear-regression linear-systems-equations jump-diffusion-mertons-model econometrics
Language:Jupyter Notebook 5303
Robin-Guilliou / Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
black-scholes heston-model jump-diffusion-mertons-model finite-difference-schemes fourier-transform option-pricing monte-carlo binomial-model implied-volatility barrier-option
Language:Jupyter Notebook 62
Andreamac7 / Hunting-for-Smiles
Option modelling in the Jump Diffusion Model
options finance modelling jump-diffusion-mertons-model implied-volatility
Language:Jupyter Notebook 6
ITNeri / Stock_price_path_simulation
Single and mutiple stock price paths simulation
monte-carlo-simulation jump-diffusion-mertons-model
Language:Jupyter Notebook 1
briancsavage-shift / Option-Pricing-Model
Option Price Forecaster
monte-carlo-simulation geometric-brownian-motion jump-diffusion-mertons-model option-pricing
Language:C 0
arjundhatt13 / jumpdiffusion
Conducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.
jump-diffusion-mertons-model quantitative-finance stochastic-modelling
Language:Python