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JuliaQuant
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FinancialDerivatives.jl
Financial derivatives modeling and pricing in Julia.
https://juliaquant.github.io/FinancialDerivatives.jl/dev/
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Make a new release 0.0.2
#29
mvanzulli
opened
1 month ago
0
Implement Heston model
#28
mvanzulli
closed
1 month ago
5
Update README.md
#27
mvanzulli
closed
4 months ago
0
Fix pages deployment
#26
mvanzulli
closed
4 months ago
2
Bump codecov/codecov-action from 3 to 4
#25
dependabot[bot]
closed
4 months ago
0
Bump julia-actions/cache from 1 to 2
#24
dependabot[bot]
closed
4 months ago
0
Bump actions/checkout from 3 to 4
#23
dependabot[bot]
closed
4 months ago
0
Bump julia-actions/setup-julia from 1 to 2
#22
dependabot[bot]
closed
4 months ago
0
Implement Heston model
#21
mvanzulli
closed
1 month ago
4
Fix CI
#20
mvanzulli
closed
4 months ago
3
Check CI on PR
#19
mvanzulli
closed
4 months ago
0
Update CI
#18
mvanzulli
closed
4 months ago
0
Integrate Dates to compute time to maturity
#17
mvanzulli
opened
4 months ago
0
Add dividends to BS model
#16
mvanzulli
closed
4 months ago
0
Add dividends to Black-Scholes model
#15
mvanzulli
closed
4 months ago
0
Fix CI and build
#14
mvanzulli
closed
4 months ago
1
Bump julia version
#13
mvanzulli
closed
5 months ago
1
Update manifest
#12
mvanzulli
closed
5 months ago
0
Update README.md
#11
millerjoey
closed
1 year ago
1
Changed types to make them more flexible. Removed parameterizations.
#10
millerjoey
closed
1 year ago
1
Tests were failing on my machine. Upgraded the manifest and dependencies.
#9
millerjoey
closed
1 year ago
0
Derivatives require too-strict type signatures
#8
millerjoey
closed
1 year ago
0
Links
#7
femtotrader
closed
5 years ago
0
Improve docstrings
#6
femtotrader
closed
5 years ago
0
Doc
#5
femtotrader
closed
5 years ago
1
Missing unit tests for BlackKarasinski
#4
femtotrader
closed
5 years ago
1
Fix Travis CI badge
#3
femtotrader
closed
5 years ago
0
Update FinancialDerivatives.jl
#2
femtotrader
closed
5 years ago
1
File not found
#1
femtotrader
closed
5 years ago
1