A Python package to model financial returns as Levy processes.
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Updated
Nov 11, 2023 - Python
A Python package to model financial returns as Levy processes.
Singapore Savings Bonds (SSB) Calculation and Determination of the next iteration of SSB through SGS references and spline interpolation
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
📦 Python library for Stochastic Processes Simulation and Visualisation
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