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Search results for brownian motion
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11 search results found
Financial Models Numerical Methods
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5,086
Collection of notebooks about quantitative finance, with interactive python code.
Bridge.jl
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77
A statistical toolbox for diffusion processes and stochastic differential equations. Named after the Brownian Bridge.
Diffeqnoiseprocess.jl
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61
A library of noise processes for stochastic systems like stochastic differential equations (SDEs) and other systems that are present in scientific machine learning (SciML)
Black Scholes Option Pricing Model
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42
Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.
Statistical Arbitrage
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32
High-frequency statistical arbitrage
Jdmbs
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13
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Ouch
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12
Ornstein-Uhlenbeck models for phylogenetic comparative hypotheses
Brownian Dynamics In A Time Varying Force Field
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12
A python code to calculate the Brownian motion of colloidal particles in a time varying force field.
Mathematical_research
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7
Research and programming of various interesting mathematical examples
Caastools
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7
CAAStools is a bioinformatics toolbox that allows the user to identify and validate CAAS on MSA of orthologous proteins.
Black Scholes Cpp
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5
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
Related Searches
Jupyter Notebook Brownian Motion (6)
Stochastic Processes Brownian Motion (6)
Python Brownian Motion (4)
R Brownian Motion (4)
C Plus Plus Brownian Motion (4)
Quantitative Finance Brownian Motion (4)
Option Pricing Brownian Motion (4)
Stochastic Differential Equations Brownian Motion (4)
Sde Brownian Motion (4)
Black Scholes Brownian Motion (3)
1-11 of 11 search results
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