zorkv

pybedtools

Python wrapper -- and more -- for BEDTools (bioinformatics tools for "genome arithmetic")

signa

signa_chapter_01

document_summarization

HB_singlecell

Number-Simulation

A rotational simulation that gives a visual explanation of composite and prime numbers

Crypto-Options

Crypto-Options Volatility Surface Calibration and Arbitrage

perl-VolSurface-Calibration-Equities

SABR-variant volatility surface calibration used in Binary.com

perl-VolSurface-Utils

volatility surface-related utility functions

volatility-surface

Code for getting implied volatility in Python

vol_surfaces

Computational Methods in Finance: Volatility Surfaces

volatility-surface-constructing

c++

SVI-Crypto

Creating a BTC volatility surface using SVI

Arbitrage-free-SVI-volatility-surfaces

"An example SVI calibration recipe", Gatheral & Jacquire (2014), available at https://arxiv.org/abs/1204.0646v4

Implied-Volatility-Surface

Derive implied volatility curves or surface for a specific ticker

Lognormal_Forward_LIBOR_Model_Calibration

Used 10 cap and 10*10 swaption prices to calibrate the volatility parameters in Lognormal Forward Rate Model based on 5 different model specifications using MATLAB. Then plotted the volatility surfaces against the actual volatility surfaces to compare the performance of each specification. Finally run a Cascade calibration to explicitly solve the volatility parameters.

VolGAN

Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"

bitVolSurfacePublic

BIT Coin Volatility Surface Construction For Share

volsurface

Visualize volatility surface

FuNVol

This repository contains the implementation of FuNVol for simulating implied volatility surfaces and market data

gleam

A library of code that implements discrete local volatility surfaces.

SVI

Arbitrage-free SVI volatility surfaces

Local-Volatility-Surface

Local Volatility interpolation

scbnn

Implied volatility surface interpolation with shape-constrained bayesian neural network.

volatility-surface

System for Using Volatility Surfaces to Trade Options - The Quant's Playbook @ Quant Galore

vol-surfaces

Generate volatility surface for an option chain

vanna-volga_option_price

Prices an FX option and creates a volatility surface.

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

ArbFreeIV-VAE

Code repository for demos of the article 'Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders'.

VolSurface

3D Volatility surface visualization in the browser