#Fourier-inversion

Showing 1 of 1 repositories tagged #fourier-inversion, ranked by stars

Financial-Models-Numerical-Methods

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

★ 7.0k ⑂ 1.2k +30/day

Jupyter Notebook

Related Topics

#american-options #brownian-motion #econometrics #financial-engineering #financial-mathematics #heston-model #jump-diffusion-mertons-model #jupyter-notebooks #kalman-filter #levy-processes #linear-regression #linear-systems-equations