Building the next suite of pricing and hedging models for the FX franchise at ABN AMRO
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Numerical-Methods-for-Finance
Numerical-Methods-for-Finance PublicPython based models or processes
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AsianOptionPricing_MC
AsianOptionPricing_MC PublicAsian Option Pricing with C++ via Monte Carlo Methods
C++ 4
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BinomialTree_OptionPricing
BinomialTree_OptionPricing PublicUsing Binomial Model to price European or American options
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Finite_Difference_Method_BSM
Finite_Difference_Method_BSM PublicUsing Explicit Euler Finite Difference Method for pricing Black Scholes Model
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Implied_Volatility_BSM
Implied_Volatility_BSM PublicCalculating Implied volatility from BSM using interval bisection method
C++ 2
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Heston_Stochastic_Volatility_Model
Heston_Stochastic_Volatility_Model PublicPricing Heston Stochastic Model using Monte Carlo
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