Computational-Finance

Name		Name	Last commit message	Last commit date
Latest commit History 21 Commits
1. Simulations & Monte Carlo Methods in Python for Option Pricing.ipynb		1. Simulations & Monte Carlo Methods in Python for Option Pricing.ipynb
2. Monte Carlo Methods for Risk Management.ipynb		2. Monte Carlo Methods for Risk Management.ipynb
3. Fourier Methods for Option Pricing.ipynb		3. Fourier Methods for Option Pricing.ipynb
4. Models for Local Volatility - Dupire, CEV, and The Heston Model.ipynb		4. Models for Local Volatility - Dupire, CEV, and The Heston Model.ipynb
5. Pricing Interest Rate Options.ipynb		5. Pricing Interest Rate Options.ipynb
6. Model Calibration.ipynb		6. Model Calibration.ipynb
Black-Scholes - Portfolio Replication Method.ipynb		Black-Scholes - Portfolio Replication Method.ipynb
CRT 3 Fourier.ipynb		CRT 3 Fourier.ipynb
Collaborative Review Task M2.ipynb		Collaborative Review Task M2.ipynb
Equivalent Local Martingales Measures and Girsanov's Theorem.ipynb		Equivalent Local Martingales Measures and Girsanov's Theorem.ipynb
Pricing Vanilla Options Under the Risk-Neutral Measure.ipynb		Pricing Vanilla Options Under the Risk-Neutral Measure.ipynb
README.md		README.md

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