- No more unicity of a Q-Equivalent-Martingale-Measure.
- Pricing of the condor derivative by backward recursion.
- Hedging of the condor derivative with Call options.
The notebook is self-contained. Only numpy and matplotlib necessary.
-
Notifications
You must be signed in to change notification settings - Fork 1
Sorelz/Pricing_Model_playground
Folders and files
| Name | Name | Last commit message | Last commit date | |
|---|---|---|---|---|
Repository files navigation
About
No description or website provided.
Topics
Resources
Stars
Watchers
Forks
Releases
No releases published
Packages 0
No packages published