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Chapter3
Chapter3
 
 
Chapter7
Chapter7
 
 
GARCH
GARCH
 
 
Implied Volitility
Implied Volitility
 
 
Monte Carlo and Pricing Exotic Options
Monte Carlo and Pricing Exotic Options
 
 
Time series
Time series
 
 
def-IRR_f-cashflows-interations-100-rate-1.0-investment-cashflow-0-for-i-in-range-1-interations-1-rate-1-npv_f-rate-cashflows
def-IRR_f-cashflows-interations-100-rate-1.0-investment-cashflow-0-for-i-in-range-1-interations-1-rate-1-npv_f-rate-cashflows
 
 
.gitattributes
.gitattributes
 
 
.gitignore
.gitignore
 
 
2step-binomial-tree-figure.py
2step-binomial-tree-figure.py
 
 
2step-binomial-tree-price-option-risk-neutral-inc.png
2step-binomial-tree-price-option-risk-neutral-inc.png
 
 
2step-binomial-tree-price-option.png
2step-binomial-tree-price-option.png
 
 
2step-binomial-tree.py
2step-binomial-tree.py
 
 
30stocks-diversifiaction
30stocks-diversifiaction
 
 
BS_call.py
BS_call.py
 
 
CALL_OPTION.py
CALL_OPTION.py
 
 
CND-test.py
CND-test.py
 
 
CND.py
CND.py
 
 
IRR.py
IRR.py
 
 
IRR_f.py
IRR_f.py
 
 
IRRs_f.py
IRRs_f.py
 
 
NPV.py
NPV.py
 
 
README.md
README.md
 
 
binary-search.py
binary-search.py
 
 
binomial-tree-American-price-option
binomial-tree-American-price-option
 
 
binomial-tree-european-option
binomial-tree-european-option
 
 
binomial-tree-option.png
binomial-tree-option.png
 
 
binomial-tree-price-option.py
binomial-tree-price-option.py
 
 
binomialCallAmerican
binomialCallAmerican
 
 
binomialCallAmerican.py
binomialCallAmerican.py
 
 
butterfly-call-strategy.png
butterfly-call-strategy.png
 
 
butterfly.py
butterfly.py
 
 
calender-spread.py
calender-spread.py
 
 
ccr-method-discount-risk-neutral-measure.py
ccr-method-discount-risk-neutral-measure.py
 
 
compund-interest.py
compund-interest.py
 
 
covered-call.py
covered-call.py
 
 
dist-annual-return.py
dist-annual-return.py
 
 
earnings-per-share.py
earnings-per-share.py
 
 
estimate-implied-volitility
estimate-implied-volitility
 
 
estimate-implied-volitility.py
estimate-implied-volitility.py
 
 
expected-return-vs-actual-return.py
expected-return-vs-actual-return.py
 
 
fibonaci.py
fibonaci.py
 
 
fin101.py
fin101.py
 
 
growing-perpetuity.py
growing-perpetuity.py
 
 
imp-vol-eurp-put.py
imp-vol-eurp-put.py
 
 
implied-vol-european-call.py
implied-vol-european-call.py
 
 
implied-vol-with-pdf-call.py
implied-vol-with-pdf-call.py
 
 
implied-volitility-american-call.py
implied-volitility-american-call.py
 
 
implied_vol_American_call.py
implied_vol_American_call.py
 
 
my_f.py
my_f.py
 
 
npv_f.py
npv_f.py
 
 
p4f.py
p4f.py
 
 
p4f.pyc
p4f.pyc
 
 
parity-put-call.py
parity-put-call.py
 
 
payoff.py
payoff.py
 
 
portfolio-diversification.py
portfolio-diversification.py
 
 
profit-loss-call.py
profit-loss-call.py
 
 
straddle.py
straddle.py
 
 
test01.py
test01.py
 
 
test02.py
test02.py
 
 
volatility-vs-call-price.py
volatility-vs-call-price.py
 
 
volatility-vs.-call-price
volatility-vs.-call-price
 
 

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Python-for-finance

Quant finance in python. Monti Carlo simulations. Black Scholes. Option Pricing.

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Financial methods in Python

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