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Asian Option Valuation.ipynb
Asian Option Valuation.ipynb
 
 
Barrier Option Valuation - Monte Carlo.ipynb
Barrier Option Valuation - Monte Carlo.ipynb
 
 
Binomial Model - American Calls & Puts.ipynb
Binomial Model - American Calls & Puts.ipynb
 
 
Binomial Model - European Calls & Puts.ipynb
Binomial Model - European Calls & Puts.ipynb
 
 
Black Scholes European Option.ipynb
Black Scholes European Option.ipynb
 
 
Black Scholes Merton European Options with Greeks.ipynb
Black Scholes Merton European Options with Greeks.ipynb
 
 
Black Scholes Merton vs Monte Carlo Simulation.ipynb
Black Scholes Merton vs Monte Carlo Simulation.ipynb
 
 
CDS Obtain Market Implied Probability of Default.ipynb
CDS Obtain Market Implied Probability of Default.ipynb
 
 
CDS Spread.ipynb
CDS Spread.ipynb
 
 
Explicit Finite Differences Method - Barrier Options.ipynb
Explicit Finite Differences Method - Barrier Options.ipynb
 
 
Explicit Finite Differences Method - Option Valuation.ipynb
Explicit Finite Differences Method - Option Valuation.ipynb
 
 
Merton Structural Debt Valuation Model.ipynb
Merton Structural Debt Valuation Model.ipynb
 
 
Milstein Scheme - Monte Carlo Simulation.ipynb
Milstein Scheme - Monte Carlo Simulation.ipynb
 
 
Newton Raphson Root finding for Implied Volatility.ipynb
Newton Raphson Root finding for Implied Volatility.ipynb
 
 
README.md
README.md
 
 
Random Number Generation.ipynb
Random Number Generation.ipynb
 
 
S&P 500 Dartboard.xlsm
S&P 500 Dartboard.xlsm
 
 
Structural Debt Model with Curved Barrier.ipynb
Structural Debt Model with Curved Barrier.ipynb
 
 
log normal random walk.ipynb
log normal random walk.ipynb
 
 

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QUANT-TRAINING

Quantitative Finance Training

The goal is to create a repository of code for those who, like me, are leaning quantitative finance and writing python.

Since I'm new to python, there will be opportunities to imporve the code and add to it.

For those learning, hopefully these files will provide some tools.

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Quantitative Finance Training

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  • Jupyter Notebook 100.0%