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cantaro86 committed Sep 10, 2019
1 parent 2d09924 commit d9320b6
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Showing 19 changed files with 1,912 additions and 214 deletions.
2 changes: 1 addition & 1 deletion 1.1 Black-Scholes numerical methods.ipynb
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"version": "3.6.8"
"version": "3.7.3"
}
},
"nbformat": 4,
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"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.7.3"
}
},
"nbformat": 4,
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"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.7.3"
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},
"nbformat": 4,
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32 changes: 0 additions & 32 deletions 1.5 Merton model and PIDE.ipynb

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"name": "stdout",
"output_type": "stream",
"text": [
"Price: 13.269408 Time: 0.974915\n",
"Price: 13.269408 Time: 1.072693\n",
"Price: 13.269408 Time: 12.410264\n",
"Price: 13.269408 Time: 26.409384\n"
"Price: 13.269418 Time: 0.998075\n",
"Price: 13.269418 Time: 1.096706\n",
"Price: 13.269418 Time: 12.635135\n",
"Price: 13.269418 Time: 26.116798\n"
]
}
],
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2 changes: 1 addition & 1 deletion 1.3 Exotic options.ipynb → 2.2 Exotic options.ipynb
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"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.7.3"
}
},
"nbformat": 4,
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2 changes: 1 addition & 1 deletion 1.4 American Options.ipynb → 2.3 American Options.ipynb
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"name": "python",
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"pygments_lexer": "ipython3",
"version": "3.6.8"
"version": "3.7.3"
}
},
"nbformat": 4,
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