Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.
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Apr 30, 2021 - Jupyter Notebook
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volatility-surface
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Quantitative Finance Library & Option Trading Tool
optimization monte-carlo-simulation option-pricing quantitative-finance pnl hedging options-trading portfolio-management finite-difference-method volatility-modeling cross-border option-greeks options-trading-strategies trading-tool volatility-surface pnl-impact
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Jan 11, 2025 - Python
Jupyter notebooks implementing Finance projects
portfolio-optimization option-pricing algorithmic-trading binomial-model factor-models bollinger-bands efficient-frontier volatility-surface black-scholes-model sharpe-optimal-portfolio momentum-trading mean-reversion-trading
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Dec 22, 2023 - Jupyter Notebook
Python client for your pricing web service
options web-services pricing implied-volatility dataclasses option-greeks dataclasses-json volatility-surface volatility-cube
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Apr 26, 2023 - Python
Live updating dynamic volatility surface constructed from options prices in C++
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Jun 14, 2024
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