Skip to content
#

variance-swap

Star

Here are 2 public repositories matching this topic...

Language: All
Filter by language
All 2 Jupyter Notebook 1 MATLAB 1

jkirkby3 / PROJ_Option_Pricing_Matlab

Star 175

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

options monte-carlo derivatives option-pricing quantitative-finance american-options jump-diffusion stochastic-volatility-models black-scholes fourier-transform sabr european-options levy-processes heston-model asian-option bermudan-option lookback-option variance-swap barrier-option quant-finance
  • Updated Nov 19, 2024
  • MATLAB

Improve this page

Add a description, image, and links to the variance-swap topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the variance-swap topic, visit your repo's landing page and select "manage topics."

Learn more