volatility-smile

There are 1 repository under volatility-smile topic.

• JackJacquier / SABR-Implied-Volatility

  SABR Implied volatility asymptotics

  finance-derivativesquantitative-financevolatility-modelingvolatility-smile
  Language:Jupyter Notebook 20

• quantumsnowball / AppleDaily20200810

  implied-volatilityvixoptionsvolatility-term-structureoptions-strategiesvolatility-smileoptions-tradingvega
  Language:Jupyter Notebook 6

• bhroben / Assignments-Stochastic-methods-for-finance

  These reports were developed for the course Stochastic methods for finance using real data from yahoo finance and analyzing it via excel VBA

  black-scholesexcel-vbagreeksoptions-pricingvalue-at-riskvolatility-smile
  2

• quantumsnowball / AppleDaily20200615

  iron-condoroptions-sellingoptions-strategiesoptions-tradingoptionsimplied-volatilityvolatility-smilevolatility-term-structureprobabilitycumulative-probability
  Language:Python 2

• coren-frankel / VolatilitySurf

  Java Spring Collaborative Project built by Erik van Erp, David Moore, & Coren Frankel

  financerapidapivolatility-modelingvolatility-smileyahoo-financemboum-api
  Language:Java 1

• lucasresck / quantitative-finance

  Classroom and assignments codes for Quantitative Finance (2020, FGV-EMAp).

  quantitative-financeclassroomvolatility-smileq-q-plot
  Language:Jupyter Notebook

• vhuang1211 / volatility_smile

  [NCCU Fall 2022] Option Valuation and Application Course Project

  financefinancial-engineeringoptionsvolatility-smile
  Language:Jupyter Notebook