Popular repositories Loading
-
FinancialMathematics
FinancialMathematics PublicForked from PlamenStilyianov/FinMathematics
Books
Mathematica 1
-
-
-
-
spx-vol-surface
spx-vol-surface PublicSVI & Heston implied-vol surface calibration on real SPX options data, with smile-adjusted Greeks and an out-of-sample benchmark against a flat-vol Black-Scholes baseline — no scipy, verified end-t…
Python
-
deep_hedging
deep_hedging PublicNumpy-only replication of Deep Hedging (Buehler et al. 2019): a neural hedging policy trained via hand-written backprop-through-time to minimize entropic risk under transaction costs, benchmarked a…
Python
Something went wrong, please refresh the page to try again.
If the problem persists, check the GitHub status page or contact support.
If the problem persists, check the GitHub status page or contact support.