AIM-IT4/QuantitativeDerivativeModels

Educational derivative pricing and risk models in Python: finite differences, binomial/trinomial trees, credit models and stochastic processes.

语言：Jupyter Notebook · GitHub 星标：48 · Fork：5

话题：binomial-tree · credit-risk · derivatives-pricing · finite-difference-method · jupyter-notebook · monte-carlo · option-pricing · python

在 GitHub 上查看原仓库