Option Pricing Tool: Python script with Black-Scholes model for option pricing & Greeks analysis. Choose GARCH/historical volatility. Interactive interface. (This project uses the vanilla ...
This project performs a basic multivariate GARCH modelling exercise in Python. Such approaches are available in other environments such as R, but there is yet to exist a tractable framework for ...
Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...
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