risk-neutral-probability
There are 1 repository under risk-neutral-probability topic.
bottama / stochastic-asset-pricing-in-continuous-time
Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method
Language:Python 29PavanAnanthSharma / Breeden-Litzenberger-formula-for-risk-neutral-densities
The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the implied risk-neutral probability density function from observed option prices
Language:Jupyter Notebook 7Zhongjun-Qu / State-Price-Density
Sieve estimation of state price density implied by option prices
ramonVDAKKER / teaching-quantitative-finance
Auxiliary material course Quantitative Finance (Tilburg University)
Language:TeX 3thk-cheng / Pricing-Auto-callable-Reverse-Convertible-with-Memory-Coupon
The main focus of this repository is to analysis the fair price and the risk of the Auto-callable Reverse Convertible issued by Credit Suisse AG on 24/10/2017
Language:C++ 3raj-rao-rr / Investor-Inflation-Expectations
Computes implied measures for inflation expectations derived from inflation option data
Language:MATLAB 2