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cantaro86/Financial-Models-Numerical-Methods

Collection of notebooks about quantitative finance, with interactive python code.

american-optionsbrownian-motioneconometricsfinancial-engineeringfinancial-mathematicsfourier-inversionheston-modeljump-diffusion-mertons-modeljupyter-notebookskalman-filter

License & maintenance

AGPL-3.0 is a copyleft license: products that include or modify it may have to publish their code.

Last code push 14 days ago.