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@MarcoGorelli
As mentionned today after your very good talk at pydata Paris, this tutorial repo is so useful :+1:
My suggetion is to add an example of a function taking as input n columns and r…
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Hello, I am writing with a small suggestion regarding the Qiskit Tutorial: 03 European Call Option Pricing.
I have noticed that inside this notebook the exact price of the European Call option is…
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Since alpaka has support for both random number generators and atomic operations, it should be easy to make an example implementing Monte Carlo. To me two applications seem most fitting:
* [numerical…
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Problem: If rate is negative (I used -0.012 - 0.12%), the BAW option pricing crashed with this error message: forward + displacement (-3.875e+14 + 0) must be positive
Code: https://github.com/lball…
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The stdlib project covers algorithms that may someday be incorporated in the language. Would it make sense to create a separate project, maybe called extlib for Extended Library, for algorithms of bro…
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Hello @CarloLepelaars 👋
Thanks for creating this very useful library 💯
Since most of the option strategies are either buying or selling volatility, I was wondering if it's possible to substitute…
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It would be great if we add Greeks calculations to our library. See #887 for general discussion.
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Hello Everyone,
Does anyone know how to use autograd to calculate the second derivative of a multivariate function?
Any example will be highly appreciated.
The second derivative value is not …
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Hi team,
Is there any plan for the implementation of asian option computation? I would like to contribute if there is anything related in you plan.
I can also contribute to other issues if you hav…
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## Objective:
Build a Python-based quantitative analysis tool that can be used for financial analysis and modeling. You can perform tasks like time series analysis, risk management, portfolio optimiz…