GitHub - kenrickso/Computational-Finance

This repository contains my side-projects and applications of knowledge. These are implementations of the standard computational finance examples.

Everything here is written in Python 3.

Name		Name	Last commit message	Last commit date
Latest commit History 9 Commits
Option Pricing		Option Pricing
COS Method Normal Density Recovery.ipynb		COS Method Normal Density Recovery.ipynb
Correlated BM.ipynb		Correlated BM.ipynb
FFT Normal Density Recovery.ipynb		FFT Normal Density Recovery.ipynb
GBM Simulation.ipynb		GBM Simulation.ipynb
Implied Volatility.ipynb		Implied Volatility.ipynb
README.md		README.md

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