André Guerra
October, 2022
[email protected]
Description:
This repository contains notes and examples relating to financial engineering topics. The plan is to develop the scripts in Python for the moment (maybe other languages in the future). I will include interactive Python notebooks (.ipynb files) that have notes and examples.
-
options.ipynb
$\rightarrow$ CALL And PUT options, LONG and SHORT positions on each option type. -
stochastic_models.ipynb
$\rightarrow$ Monte Carlo simulations to simulate stock prices -
black_scholes.ipynb
$\rightarrow$ Black-Scholes model for options pricing