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Functions763 in github.com/LechGrzelak/QuantFinanceBook

⨍ Functions 763◇ Types & classes 72
↓ 1 callersFunctionCOSCdf
(cf,x,N,a,b)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_NIG.py:133
↓ 1 callersFunctionCOSDensity
(cf,x,N,a,b)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_11.py:14
↓ 1 callersFunctionCOSDensity
(cf,x,N,a,b)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_CGMY.py:94
↓ 1 callersFunctionCOSDensity
(cf,x,N,a,b)
PythonCodes/Chapter 05/Fig05_04.py:27
↓ 1 callersFunctionCOSDensity
(cf,x,N,a,b)
PythonCodes/Chapter 06/Tab06_01.py:9
↓ 1 callersFunctionCOSDensity
(cf,x,N,a,b)
PythonCodes/Chapter 06/Fig06_01.py:9
↓ 1 callersFunctionCOSDensity
(cf,x,N,a,b)
PythonCodes/Chapter 06/Fig06_02.py:9
↓ 1 callersFunctionCOSDensityFilter
(cf,x,N,a,b,p)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_11.py:30
↓ 1 callersFunctionCOSMthdDelta
(cf,CP,S0,r,tau,K,N,L)
Solutions to Exercises/Chapter 8/Python Codes/Exercise_8_7.py:55
↓ 1 callersFunctionCOSMthdGamma
(cf,CP,S0,r,tau,K,N,L)
Solutions to Exercises/Chapter 8/Python Codes/Exercise_8_7.py:91
↓ 1 callersFunctionC_H1HW
(u,tau,lambd)
PythonCodes/Chapter 13/Tab13_02.py:249
↓ 1 callersFunctionC_H1HW
(u,tau,lambd)
PythonCodes/Chapter 13/Exe13_12.py:269
↓ 1 callersFunctionC_H1HW_FX
(u,tau,kappa,gamma,rhoxv)
PythonCodes/Chapter 15/Fig15_02.py:237
↓ 1 callersFunctionC_H1HW_FX
(u,tau,kappa,gamma,rhoxv)
PythonCodes/Chapter 15/Tab15_04.py:237
↓ 1 callersFunctionC_H1HW_FX
(u,tau,kappa,gamma,rhoxv)
PythonCodes/Chapter 15/Tab15_03.py:214
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_3.py:57
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_9.py:54
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_7.py:59
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:56
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_CGMY.py:56
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_VG.py:54
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_NIG.py:56
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 15/Fig15_02.py:81
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 15/Tab15_04.py:81
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 15/Tab15_03.py:105
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 13/Exe13_1b.py:75
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 13/Exe13_11.py:77
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 13/Tab13_01.py:81
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 13/Fig13_06.py:78
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 13/Tab13_02.py:80
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 13/Exe13_1a.py:76
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 13/Exe13_12.py:67
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 04/Fig04_03.py:66
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 09/Fig09_17.py:76
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 09/Tab09_02.py:77
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 05/Fig05_08.py:73
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 10/Fig10_01.py:71
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 10/Tab10_01.py:56
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 10/Fig10_02.py:61
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 06/Tab06_07.py:72
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 06/Tab06_08.py:71
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 06/Exe06_03.py:67
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 06/Tab06_04.py:59
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 08/Fig08_04.py:66
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 08/Fig08_03.py:66
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 08/Fig08_06.py:66
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 08/Tab08_01.py:66
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 08/Fig08_02.py:66
↓ 1 callersFunctionCallPutCoefficients
(CP,a,b,k)
PythonCodes/Chapter 08/Tab08_02.py:66
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_3.py:22
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:21
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_CGMY.py:21
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_VG.py:19
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_NIG.py:21
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 04/Fig04_03.py:23
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 10/Tab10_01.py:21
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 10/Fig10_02.py:19
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 06/Exe06_03.py:24
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 06/Tab06_04.py:12
↓ 1 callersFunctionCallPutOptionPriceCOSMthd
(cf,CP,S0,r,tau,K,N,L)
PythonCodes/Chapter 08/Tab08_01.py:23
↓ 1 callersFunctionCallPutOptionPriceCOSMthd_StochIR
(cf,CP,S0,tau,K,N,L,P0T)
PythonCodes/Chapter 15/Tab15_03.py:57
↓ 1 callersFunctionCallPutOptionPriceCOSMthd_StochIR
(cf,CP,S0,tau,K,N,L,P0T)
PythonCodes/Chapter 13/Exe13_1b.py:26
↓ 1 callersFunctionCallPutOptionPriceCOSMthd_StochIR
(cf,CP,S0,tau,K,N,L,P0T)
PythonCodes/Chapter 13/Exe13_11.py:28
↓ 1 callersFunctionCallPutOptionPriceCOSMthd_StochIR
(cf,CP,S0,tau,K,N,L,P0T)
PythonCodes/Chapter 13/Exe13_1a.py:28
↓ 1 callersFunctionCallPutOptionPriceCOSMthd_StochIR
(cf,CP,S0,tau,K,N,L,P0T)
PythonCodes/Chapter 13/Exe13_12.py:19
↓ 1 callersFunctionCashOrNothingCoefficients
(CP,a,b,k)
PythonCodes/Chapter 06/Tab06_05.py:60
↓ 1 callersFunctionCfCGMY
(t,C,G,M,Y,sigma,S0,r)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:115
↓ 1 callersFunctionCfNIG
(t,delta,alpha,beta,sigma,S0,r)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:110
↓ 1 callersFunctionCfVG
(t,beta,theta,sigma)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_11.py:59
↓ 1 callersFunctionCfVG
(t,r,beta,theta,sigma,S0)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_9.py:92
↓ 1 callersFunctionCfVG
(t,r,beta,theta,sigma,S0)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:132
↓ 1 callersFunctionCfVG
(t,r,beta,theta,sigma,S0)
PythonCodes/Chapter 06/Fig06_05.py:39
↓ 1 callersFunctionChFBSHW
(u, T, P0T, lambd, eta, rho, sigma)
PythonCodes/Chapter 13/Exe13_1b.py:134
↓ 1 callersFunctionChFBSHW
(u, T, P0T, lambd, eta, rho, sigma)
PythonCodes/Chapter 13/Exe13_1a.py:135
↓ 1 callersFunctionChFBatesModel
(r,tau,kappa,gamma,vbar,v0,rho,xiP,muJ,sigmaJ)
PythonCodes/Chapter 04/Fig04_03.py:136
↓ 1 callersFunctionChFCGMY
(r,tau,S0,C,G,M,Y,sigma)
PythonCodes/Chapter 06/Tab06_07.py:131
↓ 1 callersFunctionChFForMertonModel
(r,tau,muJ,sigmaJ,sigma,xiP)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_3.py:140
↓ 1 callersFunctionChFForMertonModel
(r,tau,muJ,sigmaJ,sigma,xiP, S0)
PythonCodes/Chapter 05/Fig05_04.py:14
↓ 1 callersFunctionChFForMertonModel
(r,tau,muJ,sigmaJ,sigma,xiP)
PythonCodes/Chapter 06/Exe06_03.py:157
↓ 1 callersFunctionChFH1HWModel
(P0T,lambd,eta,tau,kappa,gamma,vbar,v0,rhoxv, rhoxr)
PythonCodes/Chapter 13/Exe13_12.py:315
↓ 1 callersFunctionChFH1HW_FX
(u,tau,gamma,Rxv,Rxrd,Rxrf,Rrdrf,Rvrd,Rvrf,lambdd,etad,lambdf,etaf,kappa,vBar,v0)
PythonCodes/Chapter 15/Tab15_03.py:223
↓ 1 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 09/Fig09_17.py:96
↓ 1 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 09/Tab09_02.py:97
↓ 1 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 10/Tab10_01.py:93
↓ 1 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 10/Fig10_05.py:18
↓ 1 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 10/Fig10_04.py:18
↓ 1 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 10/Fig10_02.py:131
↓ 1 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 08/Tab08_01.py:144
↓ 1 callersFunctionChFHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 08/Tab08_02.py:124
↓ 1 callersFunctionChFHestonModelFrwd
(r,tau,kappa,gamma,vbar,v0,rho)
PythonCodes/Chapter 13/Tab13_01.py:244
↓ 1 callersFunctionChFSZHW
(u,P0T,sigma0,tau,lambd,gamma, Rxsigma,Rrsigma,Rxr,eta,kappa,sigmabar)
PythonCodes/Chapter 13/Exe13_11.py:263
↓ 1 callersFunctionChFVG
(t,r,beta,theta,sigma,S0)
PythonCodes/Chapter 06/Tab06_08.py:131
↓ 1 callersFunctionChFVegaHestonModel
(r,tau,kappa,gamma,vbar,v0,rho)
Solutions to Exercises/Chapter 8/Python Codes/Exercise_8_7.py:185
↓ 1 callersFunctionComputeIntegrals
(NoOfPaths,NoOfSteps,T)
PythonCodes/Chapter 02/Fig02_01.py:10
↓ 1 callersFunctionD
(u,tau,kappa,Rxsigma,gamma)
PythonCodes/Chapter 15/Fig15_02.py:159
↓ 1 callersFunctionD
(u,tau,kappa,Rxsigma,gamma)
PythonCodes/Chapter 15/Tab15_04.py:159
↓ 1 callersFunctionD
(u,tau,kappa,Rxsigma,gamma)
PythonCodes/Chapter 13/Tab13_01.py:159
↓ 1 callersFunctionD
(u,tau,kappa,Rxsigma,gamma)
PythonCodes/Chapter 13/Fig13_06.py:155
↓ 1 callersFunctionD2VdK2
(x,CP,beta,alpha,rho,gamma,f_0,T,r)
PythonCodes/Chapter 04/Fig04_07.py:79
↓ 1 callersFunctionD2VdK2
(x,CP,beta,alpha,rho,gamma,f_0,T,r,bump)
PythonCodes/Chapter 04/Exe04_08.py:64
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