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arbitrage-pricing

Here are 2 public repositories matching this topic...

bottama / stochastic-asset-pricing-in-continuous-time

Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

monte-carlo gbm monte-carlo-simulation drift sde stochastic-differential-equations stochastic-processes asset-pricing wiener-process geometric-brownian-motion risk-neutral-probability financial-modeling capital-markets arbitrage-pricing

Updated Mar 4, 2021
Python

bottama / black-scholes-option-pricing

European option pricing, Black and Scholes Model

derivatives option-pricing black-scholes european-options black-scholes-merton arbitrage-pricing

Updated Mar 6, 2021
Python

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