Topic: stochastic-volatility Goto Github
Some thing interesting about stochastic-volatility
Some thing interesting about stochastic-volatility
stochastic-volatility,Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
User: artursepp
stochastic-volatility,Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Structural Matrix
Organization: bsvars
stochastic-volatility,Financial Engineering in IRFX in C++
User: ccjeremylo
stochastic-volatility,American and European options pricer web app build with Flask and React
User: christianlindler
stochastic-volatility,Investigating Wiener Processes
User: dannyphandannyphan
stochastic-volatility,Discretize VAR(1) of arbitrary size, with arbitrary covariance matrix for innovations, and optional stochastic volatility.
User: gabrielgggg
stochastic-volatility,Financial analysis and demonstration of the classic algorithmic trading method, pair trading. This analysis compares the portfolio's growth with the underlying assets value and volatility over time.
User: guilhermessc
stochastic-volatility,Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
User: jkirkby3
stochastic-volatility,Python implementation of the Markov-Switching Multifractal model (MSM) of Calvet & Fisher (2004, 2008).
User: johncollinsai
stochastic-volatility,This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.
User: justthequant
stochastic-volatility,A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
User: lyndskg
stochastic-volatility,implement Heston model, which describe stochastic volatility.
User: mingfengx
stochastic-volatility,TVP-GVAR-FSVM model proposed in "Measuring international uncertainty using global vector autoregressions with drifting parameters"
User: mpfarrho
Home Page: https://doi.org/10.1017/S1365100521000663
stochastic-volatility,Stochastic Volatility Estimated by MCMC (Markov Chain Monte Carlo) Method
User: newportquant
Home Page: https://newportquant.com/stochastic-volatility-by-markov-chain-monte-carlo/
stochastic-volatility,Config files for my GitHub profile.
User: radusbriciu
Home Page: https://github.com/radusbriciu
stochastic-volatility,The workings for a very interesting exercise from the Econometrics of Financial Markets module of the MSc Quantitative Finance 2023/24 course at Bayes Business School (formerly Cass).
User: radusbriciu
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