Skip to content
View 732jhy's full-sized avatar
Block or Report

Block or report 732jhy

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. Fractional-Brownian-Motion Fractional-Brownian-Motion Public

    Python implementation of fractional brownian motion

    Python 46 9

  2. Monte-Carlo-Option-Pricing Monte-Carlo-Option-Pricing Public

    Monte Carlo option pricing algorithms for vanilla and exotic options

    Python 21 6

  3. Delta-Hedging Delta-Hedging Public

    Simulation of delta hedging

    Jupyter Notebook 14 4

  4. cdstools cdstools Public

    For calculating CDS spreads and bootstrapping hazard rates from CDS spreads

    Python 9 3

  5. Lattice-Pricing-models Lattice-Pricing-models Public

    Lattice/tree pricing methods for European and American options

    Python 3 1

  6. Finite-Difference-Option-Pricing Finite-Difference-Option-Pricing Public

    Utilization of finite difference methods for the purpose of pricing European-style options

    Python 1