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Functions763 in github.com/LechGrzelak/QuantFinanceBook

⨍ Functions 763◇ Types & classes 72
↓ 2 callersFunctionHW_B
(lambd,eta,T1,T2)
PythonCodes/Chapter 12/Fig12_04.py:73
↓ 2 callersFunctionHW_CapletFloorletPrice
(CP,N,K,lambd,eta,P0T,T1,T2)
PythonCodes/Chapter 12/Fig12_04.py:138
↓ 2 callersFunctionHW_ZCB
(lambd,eta,P0T,T1,T2,rT1)
PythonCodes/Chapter 14/Fig14_08.py:74
↓ 2 callersFunctionHW_ZCB
(lambd,eta,P0T,T1,T2,rT1)
PythonCodes/Chapter 12/Fig12_06.py:78
↓ 2 callersFunctionHW_ZCB
(lambd,eta,P0T,T1,T2,rT1)
PythonCodes/Chapter 12/Fig12_04.py:76
↓ 2 callersFunctionHW_ZCB
(lambd,eta,P0T,T1,T2,rT1)
PythonCodes/Chapter 12/Fig12_05.py:78
↓ 2 callersFunctionHW_ZCB
(lambd,eta,P0T,T1,T2,rT1)
PythonCodes/Chapter 12/Fig12_07.py:78
↓ 2 callersFunctionHW_theta
(lambd,eta,P0T)
PythonCodes/Chapter 14/Fig14_08.py:53
↓ 2 callersFunctionHaganImpliedVolatility
(K,T,f,alpha,beta,rho,gamma)
PythonCodes/Chapter 04/Exe04_08.py:27
↓ 2 callersFunctionHaganImpliedVolatility
(K,T,f,alpha,beta,rho,gamma)
PythonCodes/Chapter 04/Fig04_10.py:19
↓ 2 callersFunctionImpliedVolatility
(CP,marketPrice,K,T,S_0,r)
PythonCodes/Chapter 10/Fig10_02.py:114
↓ 2 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 15/Fig15_02.py:136
↓ 2 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 15/Tab15_04.py:136
↓ 2 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 15/Tab15_03.py:37
↓ 2 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 13/Exe13_11.py:183
↓ 2 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 14/Fig14_04.py:49
↓ 2 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 14/Fig14_03.py:44
↓ 2 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 12/Fig12_04.py:188
↓ 2 callersFunctionImpliedVolatility_FrwdStart
(marketPrice,K,T1,T2,r)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_7.py:108
↓ 2 callersFunctionImpliedVolatility_FrwdStart
(marketPrice,K,T1,T2,r)
PythonCodes/Chapter 10/Fig10_01.py:122
↓ 2 callersFunctionLikelihoodDelta
(S0,S,K,r,T,sigma)
PythonCodes/Chapter 09/Fig09_19.py:106
↓ 2 callersFunctionLikelihoodDelta
(S0,S,K,r,T,sigma)
PythonCodes/Chapter 09/Fig09_20.py:106
↓ 2 callersFunctionLikelihoodVega
(S0,S,K,r,T,sigma)
PythonCodes/Chapter 09/Fig09_19.py:112
↓ 2 callersFunctionLikelihoodVega
(S0,S,K,r,T,sigma)
PythonCodes/Chapter 09/Fig09_20.py:112
↓ 2 callersFunctionPathwiseDelta
(S0,S,K,r,T)
PythonCodes/Chapter 09/Fig09_19.py:97
↓ 2 callersFunctionPathwiseDelta
(S0,S,K,r,T)
PythonCodes/Chapter 09/Fig09_20.py:97
↓ 2 callersFunctionPathwiseVega
(S0,S,sigma,K,r,T)
PythonCodes/Chapter 09/Fig09_19.py:101
↓ 2 callersFunctionPathwiseVega
(S0,S,sigma,K,r,T)
PythonCodes/Chapter 09/Fig09_20.py:101
↓ 2 callersFunctionTargetVal
(CP,kappa,gamma,sigmaBar,Rxr,Rrsigma,Rxsigma,sigma0,eta,lambd,K,marketPrice,S0,T,P0T)
PythonCodes/Chapter 13/Tab13_01.py:340
↓ 2 callersFunctionTargetValH1HW
(CP,kappa,gamma,vBar,Rxr,Rxv,v0,eta,lambd,K,marketPrice,S0,T,P0T)
PythonCodes/Chapter 13/Tab13_02.py:483
↓ 2 callersFunctionTargetValSZHW
(CP,kappa,gamma,sigmaBar,Rxr,Rrsigma,Rxsigma,sigma0,eta,lambd,K,marketPrice,S0,T,P0T)
PythonCodes/Chapter 13/Tab13_02.py:457
↓ 2 callersFunctionTheta
(P0T,eta,lambd)
PythonCodes/Chapter 14/Fig14_06.py:37
↓ 2 callersFunctioncombined_root_finder
(func, interval, tol=1e-6, only_newton=False)
Solutions to Exercises/Chapter 4/Python Codes/Exercise_4_1_a.py:15
↓ 2 callersFunctiondCdK
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 04/Fig04_05.py:58
↓ 2 callersFunctionmeanSqrtV_1
(kappa,v0,vbar,gamma)
PythonCodes/Chapter 13/Fig13_03.py:52
↓ 2 callersFunctionsecond_derivative
(func, x, eps=1e-1)
Solutions to Exercises/Chapter 4/Python Codes/Exercise_4_7.py:37
↓ 1 callersFunctionA
(u,tau,eta,lambd,Rxsigma,Rrsigma,Rxr,gamma,kappa,sigmabar)
PythonCodes/Chapter 15/Tab15_04.py:188
↓ 1 callersFunctionA_H1HW
(u,tau,P0T,lambd,eta,kappa,gamma,vbar,v0,rhoxv,rhoxr)
PythonCodes/Chapter 13/Tab13_02.py:263
↓ 1 callersFunctionA_H1HW
(u,tau,P0T,lambd,eta,kappa,gamma,vbar,v0,rhoxv,rhoxr)
PythonCodes/Chapter 13/Exe13_12.py:283
↓ 1 callersFunctionAnalysis
()
PythonCodes/Chapter 08/Fig08_01.py:33
↓ 1 callersFunctionBSHWOptionPrice
(CP,S0,K,P0T,T,eta,sigma,rho,lambd)
PythonCodes/Chapter 13/Exe13_1b.py:177
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
Solutions to Exercises/Chapter 8/Python Codes/Exercise_8_7.py:167
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
Solutions to Exercises/Chapter 5/Python Codes/Exercise_5_13.py:55
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
Solutions to Exercises/Chapter 5/Python Codes/Exercise_5_11_a.py:21
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_3.py:96
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 13/Exe13_1a.py:115
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 13/Fig13_01.py:157
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 04/Exa4_1_2.py:51
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 09/Tab09_01.py:23
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 05/Fig05_05.py:25
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 06/Tab06_07.py:111
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 06/Tab06_08.py:110
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 06/Exe06_03.py:107
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 06/Tab06_04.py:98
↓ 1 callersFunctionBS_Call_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 08/Tab08_02.py:105
↓ 1 callersFunctionBS_Call_Put_Option_Price
(CP,S_0,K,sigma,t,T,r)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_9.py:104
↓ 1 callersFunctionBS_Call_Put_Option_Price
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_15.py:20
↓ 1 callersFunctionBS_Call_Put_Option_Price
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 05/Fig05_06.py:82
↓ 1 callersFunctionBS_Call_Put_Option_Price
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 05/Fig05_07.py:82
↓ 1 callersFunctionBS_Call_Put_Option_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 05/Fig05_08.py:112
↓ 1 callersFunctionBS_Call_Put_Option_Price
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_07.py:45
↓ 1 callersFunctionBS_Call_Put_Option_Price
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_08.py:45
↓ 1 callersFunctionBS_Call_Put_Option_Price
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Tab03_01.py:45
↓ 1 callersFunctionBS_Cash_Or_Nothing_Price
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 09/Tab09_01.py:63
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_9.py:115
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 04/Fig04_01.py:63
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_15.py:31
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_16.py:32
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 05/Fig05_06.py:93
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 05/Fig05_07.py:93
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_07.py:56
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_08.py:56
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_03.py:62
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_04.py:62
↓ 1 callersFunctionBS_Delta
(CP,S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Tab03_01.py:56
↓ 1 callersFunctionBS_Gamma
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 04/Fig04_01.py:73
↓ 1 callersFunctionBS_Gamma
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_03.py:72
↓ 1 callersFunctionBS_Gamma
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_04.py:72
↓ 1 callersFunctionBS_Vega
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 04/Fig04_01.py:79
↓ 1 callersFunctionBS_Vega
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_15.py:47
↓ 1 callersFunctionBS_Vega
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 09/Fig09_16.py:48
↓ 1 callersFunctionBS_Vega
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_03.py:78
↓ 1 callersFunctionBS_Vega
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 03/Fig03_04.py:78
↓ 1 callersFunctionBivariateNormalPDFPlot
()
PythonCodes/Chapter 01/Fig01_02.py:6
↓ 1 callersFunctionCIRCDF
(kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 09/Fig09_12.py:23
↓ 1 callersFunctionCIRDensity
(kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 09/Fig09_09.py:40
↓ 1 callersFunctionCIRMean
(kappa,gamma,vbar,v0,T)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_9.py:53
↓ 1 callersFunctionCIRMean
(kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 09/Fig09_12.py:37
↓ 1 callersFunctionCIRMean
(kappa,gamma,vbar,v0,T)
PythonCodes/Chapter 09/Fig09_09.py:47
↓ 1 callersFunctionCIRVar
(kappa,gamma,vbar,s,t,v_s)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_9.py:59
↓ 1 callersFunctionCIRVar
(kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 09/Fig09_12.py:43
↓ 1 callersFunctionCIR_Sample
(NoOfPaths,kappa,gamma,vbar,s,t,v_s)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_9.py:66
↓ 1 callersFunctionCIR_Sample
(NoOfPaths,kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 13/Exe13_12.py:118
↓ 1 callersFunctionCIR_Sample
(NoOfPaths,kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 09/Fig09_17.py:113
↓ 1 callersFunctionCIR_Sample
(NoOfPaths,kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 09/Tab09_02.py:163
↓ 1 callersFunctionCIR_Sample
(NoOfPaths,kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 10/Tab10_01.py:139
↓ 1 callersFunctionCIR_Sample
(NoOfPaths,kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 10/Fig10_05.py:35
↓ 1 callersFunctionCIR_Sample
(NoOfPaths,kappa,gamma,vbar,s,t,v_s)
PythonCodes/Chapter 10/Fig10_04.py:35
↓ 1 callersFunctionCOSCdf
(cf,x,N,a,b)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_CGMY.py:155
↓ 1 callersFunctionCOSCdf
(cf,x,N,a,b)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_VG.py:120
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