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Functions763 in github.com/LechGrzelak/QuantFinanceBook

⨍ Functions 763◇ Types & classes 72
↓ 2 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_19.py:32
↓ 2 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_20.py:32
↓ 2 callersFunctionBS_Vega
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_19.py:48
↓ 2 callersFunctionBS_Vega
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_20.py:48
↓ 2 callersFunctionC
(u,tau,lambd)
PythonCodes/Chapter 13/Tab13_01.py:155
↓ 2 callersFunctionC
(u,tau,lambd)
PythonCodes/Chapter 13/Tab13_02.py:156
↓ 2 callersFunctionCEVModel_CallPutPrice
(CP,K,frwd,P0T,T,beta,sigma)
PythonCodes/Chapter 14/Fig14_03.py:68
↓ 2 callersFunctionCIR_PDF_CDF
(x,gamma,kappa,t,s,v_bar,v_s)
PythonCodes/Chapter 08/Fig08_01.py:24
↓ 2 callersFunctionCOSDensity
(cf,x,N,a,b)
PythonCodes/Chapter 06/Fig06_05.py:11
↓ 2 callersFunctionCOSDensity
(cf,x,N,a,b)
PythonCodes/Chapter 06/Fig06_04.py:11
↓ 2 callersFunctionCOSDensity
(cf,x,N,a,b)
PythonCodes/Chapter 06/Tab06_06.py:11
↓ 2 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 13/Fig13_01.py:118
↓ 2 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 09/Fig09_17.py:17
↓ 2 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 09/Tab09_02.py:18
↓ 2 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 06/Tab06_07.py:23
↓ 2 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 06/Tab06_08.py:22
↓ 2 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 08/Tab08_02.py:23
↓ 2 callersFunctionCallPutOptionPriceCOSMthd_FrwdStart
(cf,CP,r,T1,T2,K,N,L)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_7.py:21
↓ 2 callersFunctionCallPutOptionPriceCOSMthd_FrwdStart
(cf,CP,r,T1,T2,K,N,L)
PythonCodes/Chapter 10/Fig10_01.py:23
↓ 2 callersFunctionCallPutOptionPriceCOSMthd_StochIR
(cf,CP,S0,tau,K,N,L,P0T)
PythonCodes/Chapter 15/Fig15_02.py:32
↓ 2 callersFunctionCallPutOptionPriceCOSMthd_StochIR
(cf,CP,S0,tau,K,N,L,P0T)
PythonCodes/Chapter 15/Tab15_04.py:32
↓ 2 callersFunctionCashOrNothingPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 06/Tab06_05.py:12
↓ 2 callersFunctionCashofNothingPriceFromMCPaths
(CP,S,K,T,r)
PythonCodes/Chapter 09/Tab09_01.py:115
↓ 2 callersFunctionCfCGMY
(t,C,G,M,Y,sigma,r,X0=0)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_CGMY.py:111
↓ 2 callersFunctionCfNIG
(t,delta,alpha,beta,sigma,r,X0=0)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_NIG.py:117
↓ 2 callersFunctionCfVG
(t,r,beta,theta,sigma,X0=0)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_VG.py:102
↓ 2 callersFunctionChFBatesModelForwardStart
(r,T1,T2,kappa,gamma,vbar,v0,rho,xiP,muJ,sigmaJ)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_7.py:122
↓ 2 callersFunctionChFH1HWModel
(P0T,lambd,eta,tau,kappa,gamma,vbar,v0,rhoxv, rhoxr)
PythonCodes/Chapter 13/Tab13_02.py:295
↓ 2 callersFunctionChFH1HW_FX
(u,tau,gamma,Rxv,Rxrd,Rxrf,Rrdrf,Rvrd,Rvrf,lambdd,etad,lambdf,etaf,kappa,vBar,v0)
PythonCodes/Chapter 15/Fig15_02.py:246
↓ 2 callersFunctionChFH1HW_FX
(u,tau,gamma,Rxv,Rxrd,Rxrf,Rrdrf,Rvrd,Rvrf,lambdd,etad,lambdf,etaf,kappa,vBar,v0)
PythonCodes/Chapter 15/Tab15_04.py:246
↓ 2 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
Solutions to Exercises/Chapter 8/Python Codes/Exercise_8_7.py:198
↓ 2 callersFunctionChFHestonModelForwardStart
(r,T1,T2,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 10/Fig10_01.py:139
↓ 2 callersFunctionChFSZHW
(u,P0T,sigma0,tau,lambd,gamma, Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 13/Tab13_01.py:230
↓ 2 callersFunctionChFSZHW
(u,P0T,sigma0,tau,lambd,gamma, Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 13/Tab13_02.py:226
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
Solutions to Exercises/Chapter 8/Python Codes/Exercise_8_7.py:150
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_3.py:78
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_9.py:75
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_7.py:80
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:77
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_CGMY.py:77
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_VG.py:75
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_NIG.py:77
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 15/Fig15_02.py:102
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 15/Tab15_04.py:102
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 15/Tab15_03.py:126
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 13/Exe13_1b.py:96
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 13/Exe13_11.py:98
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 13/Tab13_01.py:102
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 13/Fig13_06.py:99
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 13/Tab13_02.py:101
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 13/Exe13_1a.py:97
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 13/Fig13_01.py:139
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 13/Exe13_12.py:88
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 04/Fig04_03.py:87
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 09/Fig09_17.py:58
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 09/Tab09_02.py:59
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 05/Fig05_08.py:94
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 10/Fig10_01.py:92
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 10/Tab10_01.py:77
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 10/Fig10_02.py:82
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 06/Tab06_07.py:93
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 06/Tab06_08.py:92
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 06/Tab06_05.py:80
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 06/Exe06_03.py:88
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 06/Tab06_04.py:81
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 08/Fig08_04.py:87
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 08/Fig08_03.py:87
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 08/Fig08_06.py:87
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 08/Tab08_01.py:87
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 08/Fig08_02.py:87
↓ 2 callersFunctionChi_Psi
(a,b,c,d,k)
PythonCodes/Chapter 08/Tab08_02.py:87
↓ 2 callersFunctionD
(u,tau,kappa,Rxsigma,gamma)
PythonCodes/Chapter 13/Exe13_11.py:207
↓ 2 callersFunctionD
(u,tau,kappa,Rxsigma,gamma)
PythonCodes/Chapter 13/Tab13_02.py:160
↓ 2 callersFunctionDetermineOptimalAlpha
(iv_ATM, K_ATM,t,f,beta,rho,gamma)
PythonCodes/Chapter 04/Fig04_09.py:68
↓ 2 callersFunctionDisplacedDiffusionModel_CallPrice
(K,P0T,beta,sigma,frwd,T)
PythonCodes/Chapter 14/Fig14_04.py:66
↓ 2 callersFunctionE
(u,tau,lambd,gamma,Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 15/Fig15_02.py:168
↓ 2 callersFunctionE
(u,tau,lambd,gamma,Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 15/Tab15_04.py:168
↓ 2 callersFunctionE
(u,tau,lambd,gamma,Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 13/Exe13_11.py:216
↓ 2 callersFunctionE
(u,tau,lambd,gamma,Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 13/Tab13_01.py:168
↓ 2 callersFunctionE
(u,tau,lambd,gamma,Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 13/Fig13_06.py:164
↓ 2 callersFunctionE
(u,tau,lambd,gamma,Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 13/Tab13_02.py:169
↓ 2 callersFunctionEUOptionPriceFromMCPaths
(CP,S,K,T,r)
Solutions to Exercises/Chapter 7/Python Codes/Exercise_7_1.py:55
↓ 2 callersFunctionEUOptionPriceFromMCPaths
(CP,S,K,T,r)
PythonCodes/Chapter 09/Tab09_01.py:106
↓ 2 callersFunctionEUOptionPriceFromMCPathsGeneralized
(CP,S,K,T,r)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_VG.py:109
↓ 2 callersFunctionEUOptionPriceFromMCPathsGeneralizedFXFrwd
(CP,S,K)
PythonCodes/Chapter 15/Tab15_03.py:142
↓ 2 callersFunctionEUOptionPriceFromMCPathsGeneralizedStochIR
(CP,S,K,T,M)
PythonCodes/Chapter 13/Exe13_12.py:104
↓ 2 callersFunctionGeneratePathsCIREuler
(NoOfPaths,NoOfSteps,T,lambd,r0,theta,gamma)
PythonCodes/Chapter 11/Fig11_06.py:13
↓ 2 callersFunctionGeneratePathsGBM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 02/Fig02_05.py:10
↓ 2 callersFunctionGeneratePathsGBMEuler
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Fig09_05.py:11
↓ 2 callersFunctionGeneratePathsGBMEuler
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Tab09_01.py:35
↓ 2 callersFunctionGeneratePathsGBMEuler
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Fig09_19.py:53
↓ 2 callersFunctionGeneratePathsGBMEuler
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Fig09_20.py:53
↓ 2 callersFunctionGeneratePathsGBMMilstein
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Tab09_01.py:77
↓ 2 callersFunctionGeneratePathsGBMMilstein
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Fig09_06.py:11
↓ 2 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
PythonCodes/Chapter 11/Fig11_05.py:13
↓ 2 callersFunctionGeneratePathsHestonAES
(NoOfPaths,NoOfSteps,T,r,S_0,kappa,gamma,rho,vbar,v0)
PythonCodes/Chapter 09/Tab09_02.py:170
↓ 2 callersFunctionGeneratePathsHestonEuler
(NoOfPaths,NoOfSteps,T,r,S_0,kappa,gamma,rho,vbar,v0)
PythonCodes/Chapter 09/Tab09_02.py:125
↓ 2 callersFunctionHWMean
(P0T,lambd,eta,T)
PythonCodes/Chapter 14/Fig14_06.py:13
↓ 2 callersFunctionHWVar_r
(lambd,eta,T)
PythonCodes/Chapter 12/Fig12_04.py:130
↓ 2 callersFunctionHW_A
(lambd,eta,P0T,T1,T2)
PythonCodes/Chapter 12/Fig12_04.py:62
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