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fourier-inversion

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All 3 MATLAB 2 Jupyter Notebook 1

cantaro86 / Financial-Models-Numerical-Methods

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Collection of notebooks about quantitative finance, with interactive python code.

python linear-regression econometrics partial-differential-equations option-pricing quantitative-finance jupyter-notebooks stochastic-differential-equations american-options kalman-filter stochastic-processes monte-carlo-methods financial-engineering financial-mathematics levy-processes heston-model brownian-motion jump-diffusion-mertons-model fourier-inversion linear-systems-equations
  • Updated Oct 22, 2024
  • Jupyter Notebook

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