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Functions763 in github.com/LechGrzelak/QuantFinanceBook

⨍ Functions 763◇ Types & classes 72
↓ 1 callersFunctionD2VdK2
(x,CP,beta,alpha,rho,gamma,f_0,T,r,bump)
PythonCodes/Chapter 04/Exe04_10.py:65
↓ 1 callersFunctionDVdK
(x,CP,beta,alpha,rho,gamma,f_0,T,r)
PythonCodes/Chapter 04/Fig04_07.py:68
↓ 1 callersFunctionDVdK
(x,CP,beta,alpha,rho,gamma,f_0,T,r,bump)
PythonCodes/Chapter 04/Exe04_08.py:53
↓ 1 callersFunctionDVdK
(x,CP,beta,alpha,rho,gamma,f_0,T,r,bump)
PythonCodes/Chapter 04/Exe04_10.py:54
↓ 1 callersFunctionD_H1HW
(u,tau,kappa,gamma,rhoxv)
PythonCodes/Chapter 13/Tab13_02.py:254
↓ 1 callersFunctionD_H1HW
(u,tau,kappa,gamma,rhoxv)
PythonCodes/Chapter 13/Exe13_12.py:274
↓ 1 callersFunctionDensityFromSABRParametric
(x,CP,beta,alpha,rho,gamma,f_0,T,r)
PythonCodes/Chapter 04/Fig04_09.py:153
↓ 1 callersFunctionDiversifcationPayoff
(P0T,S_T,S0,r_T,M_T,T,T1,lambd,eta,omegaV)
PythonCodes/Chapter 13/Fig13_02.py:122
↓ 1 callersFunctionEUOptionPriceFromMCPaths
(CP,S,K,T,r)
Solutions to Exercises/Chapter 5/Python Codes/Exercise_5_13.py:47
↓ 1 callersFunctionEUOptionPriceFromMCPaths
(CP,S,K,T,r)
PythonCodes/Chapter 04/Fig04_10.py:115
↓ 1 callersFunctionEUOptionPriceFromMCPaths
(CP,S,K,T,r)
PythonCodes/Chapter 10/Fig10_02.py:161
↓ 1 callersFunctionEUOptionPriceFromMCPathsGeneralized
(CP,S,K,T,r)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:139
↓ 1 callersFunctionEUOptionPriceFromMCPathsGeneralized
(CP,S,K,T,r)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_CGMY.py:144
↓ 1 callersFunctionEUOptionPriceFromMCPathsGeneralized
(CP,S,K,T,r)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_NIG.py:122
↓ 1 callersFunctionEUOptionPriceFromMCPathsGeneralized
(CP,S,K,T,r)
PythonCodes/Chapter 10/Tab10_01.py:163
↓ 1 callersFunctionEUOptionPriceFromMCPathsGeneralizedStochIR
(CP,S,K,T,M)
PythonCodes/Chapter 13/Exe13_11.py:277
↓ 1 callersFunctionExactValue
()
PythonCodes/Chapter 09/Fig09_14.py:15
↓ 1 callersFunctionFellerCondition
(kappa,v_bar,gamma)
PythonCodes/Chapter 08/Fig08_01.py:17
↓ 1 callersFunctionFirstApproach
(m,s2)
PythonCodes/Chapter 09/Fig09_12.py:12
↓ 1 callersFunctionFourierCosineSeries
(y,f,N,a,b)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_1a.py:13
↓ 1 callersFunctionFourierCosineSeries
(y,f,N,a,b)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_1b.py:13
↓ 1 callersFunctionFourierSineSeries
(y,f,N,a,b)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_1c.py:23
↓ 1 callersFunctionGenerateBrownianBridge
(NoOfPaths,NoOfSteps,T,a,b,sigma)
PythonCodes/Chapter 09/Fig09_13.py:10
↓ 1 callersFunctionGenerateBrownianMotion
(NoOfPaths,NoOfSteps,T)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_7.py:10
↓ 1 callersFunctionGenerateBrownianMotion
(NoOfPaths,NoOfSteps,T)
PythonCodes/Chapter 08/Rem8_1_1.py:26
↓ 1 callersFunctionGenerateMonteCarloPaths
(NoOfPaths,NoOfSteps,T)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_3.py:11
↓ 1 callersFunctionGenerateMonteCarloPaths
(NoOfPaths,NoOfSteps,T)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_1.py:11
↓ 1 callersFunctionGenerateMonteCarloPaths
(NoOfPaths,NoOfSteps,T)
PythonCodes/Chapter 09/Fig09_02.py:12
↓ 1 callersFunctionGenerateMonteCarloPaths
(NoOfPaths,NoOfSteps,T,g)
PythonCodes/Chapter 09/Fig09_01.py:12
↓ 1 callersFunctionGeneratePathsBM
(NoOfPaths,NoOfSteps,T)
PythonCodes/Chapter 10/Fig10_03.py:10
↓ 1 callersFunctionGeneratePathsCIREuler
(NoOfPaths,NoOfSteps,T,kappa,v0,vbar,gamma)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_9.py:24
↓ 1 callersFunctionGeneratePathsCIREuler
(NoOfPaths,NoOfSteps,T,kappa,v0,vbar,gamma)
PythonCodes/Chapter 13/Fig13_04.py:38
↓ 1 callersFunctionGeneratePathsCIREuler
(NoOfPaths,NoOfSteps,T,kappa,v0,vbar,gamma)
PythonCodes/Chapter 13/Fig13_03.py:14
↓ 1 callersFunctionGeneratePathsCIREuler
(NoOfPaths,NoOfSteps,T,kappa,v0,vbar,gamma)
PythonCodes/Chapter 09/Fig09_09.py:13
↓ 1 callersFunctionGeneratePathsCIREuler2Schemes
(NoOfPaths,NoOfSteps,T,kappa,v0,vbar,gamma)
PythonCodes/Chapter 09/Fig09_11.py:13
↓ 1 callersFunctionGeneratePathsCIR_AES
(NoOfPaths,NoOfSteps,T,kappa,v0,vbar,gamma)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_9.py:11
↓ 1 callersFunctionGeneratePathsEuler
(NoOfPaths,NoOfSteps,T,S_0,rho)
Solutions to Exercises/Chapter 7/Python Codes/Exercise_7_1.py:20
↓ 1 callersFunctionGeneratePathsGBM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 04/Fig04_01.py:20
↓ 1 callersFunctionGeneratePathsGBM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 14/Fig14_07.py:32
↓ 1 callersFunctionGeneratePathsGBM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 03/Fig03_07.py:18
↓ 1 callersFunctionGeneratePathsGBM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 03/Fig03_08.py:18
↓ 1 callersFunctionGeneratePathsGBM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 03/Fig03_03.py:19
↓ 1 callersFunctionGeneratePathsGBM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 03/Fig03_04.py:19
↓ 1 callersFunctionGeneratePathsGBM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 03/Tab03_01.py:18
↓ 1 callersFunctionGeneratePathsGBMABM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 02/Fig02_02.py:11
↓ 1 callersFunctionGeneratePathsGBMABM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 01/Fig01_05.py:12
↓ 1 callersFunctionGeneratePathsGBMABM
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 03/Fig03_01.py:10
↓ 1 callersFunctionGeneratePathsGBMEuler
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Fig09_07.py:22
↓ 1 callersFunctionGeneratePathsGBMEuler
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Fig09_16.py:53
↓ 1 callersFunctionGeneratePathsGBMMilstein
(NoOfPaths,NoOfSteps,T,r,sigma,S_0)
PythonCodes/Chapter 09/Fig09_07.py:56
↓ 1 callersFunctionGeneratePathsGBMShifted
(NoOfPaths,NoOfSteps,T,r,sigma,S_0,shift)
PythonCodes/Chapter 14/Fig14_07.py:22
↓ 1 callersFunctionGeneratePathsGBMwithJump
(NoOfPaths,NoOfSteps,T,r,S_0,Jval,Jprob)
Solutions to Exercises/Chapter 5/Python Codes/Exercise_5_13.py:22
↓ 1 callersFunctionGeneratePathsHHWFXHWEuler
(NoOfPaths,NoOfSteps,T,frwdFX,v0,vbar,kappa,gamma,lambdd,lambdf,etad,etaf,rhoxv,rhoxrd,rhoxrf,rhovrd,rhovrf,rh
PythonCodes/Chapter 15/Tab15_03.py:155
↓ 1 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_11.py:17
↓ 1 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_9_b.py:18
↓ 1 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
PythonCodes/Chapter 14/Fig14_08.py:18
↓ 1 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
PythonCodes/Chapter 14/Fig14_06.py:47
↓ 1 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
PythonCodes/Chapter 12/Fig12_06.py:20
↓ 1 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
PythonCodes/Chapter 12/Fig12_04.py:20
↓ 1 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
PythonCodes/Chapter 12/Fig12_05.py:20
↓ 1 callersFunctionGeneratePathsHWEuler
(NoOfPaths,NoOfSteps,T,P0T, lambd, eta)
PythonCodes/Chapter 12/Fig12_07.py:20
↓ 1 callersFunctionGeneratePathsHestonAES
(NoOfPaths,NoOfSteps,T,r,S_0,kappa,gamma,rho,vbar,v0)
PythonCodes/Chapter 09/Fig09_17.py:120
↓ 1 callersFunctionGeneratePathsHestonAES
(NoOfPaths,NoOfSteps,T,r,S_0,kappa,gamma,rho,vbar,v0)
PythonCodes/Chapter 10/Fig10_05.py:42
↓ 1 callersFunctionGeneratePathsHestonAES
(NoOfPaths,NoOfSteps,T,r,S_0,kappa,gamma,rho,vbar,v0)
PythonCodes/Chapter 10/Fig10_04.py:42
↓ 1 callersFunctionGeneratePathsHestonEuler
(NoOfPaths,NoOfSteps,T,r,S_0,kappa,gamma,rho,vbar,v0)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_9.py:19
↓ 1 callersFunctionGeneratePathsHestonHWEuler
(NoOfPaths,NoOfSteps,P0T,T,S_0,kappa,gamma,rhoxr,rhoxv,vbar,v0,lambd,eta)
PythonCodes/Chapter 13/Exe13_12.py:194
↓ 1 callersFunctionGeneratePathsHestonHW_AES
(NoOfPaths,NoOfSteps,P0T,T,S_0,kappa,gamma,rhoxr,rhoxv,vbar,v0,lambd,eta)
PythonCodes/Chapter 13/Exe13_12.py:125
↓ 1 callersFunctionGeneratePathsJacobi
(NoOfPaths,NoOfSteps,T,rho0,kappa,gamma,mu)
PythonCodes/Chapter 09/Fig09_10.py:10
↓ 1 callersFunctionGeneratePathsMerton
(NoOfPaths,NoOfSteps,S0, T,xiP,muJ,sigmaJ,r,sigma)
PythonCodes/Chapter 05/Fig05_06.py:20
↓ 1 callersFunctionGeneratePathsMerton
(NoOfPaths,NoOfSteps,S0, T,xiP,muJ,sigmaJ,r,sigma)
PythonCodes/Chapter 05/Fig05_07.py:20
↓ 1 callersFunctionGeneratePathsMerton
(NoOfPaths,NoOfSteps,S0, T,xiP,muJ,sigmaJ,r,sigma)
PythonCodes/Chapter 05/Fig05_02.py:10
↓ 1 callersFunctionGeneratePathsMerton
(NoOfPaths,NoOfSteps,S0, T,xiP,muJ,sigmaJ,r,sigma)
PythonCodes/Chapter 05/Fig05_03.py:17
↓ 1 callersFunctionGeneratePathsOrnsteinUhlenbecEuler
(NoOfPaths,NoOfSteps,T,kappa,sigma0,sigmaBar,gamma)
PythonCodes/Chapter 13/Fig13_04.py:14
↓ 1 callersFunctionGeneratePathsPoisson
(NoOfPaths,NoOfSteps,T,xiP)
PythonCodes/Chapter 05/Fig05_01.py:10
↓ 1 callersFunctionGeneratePathsSZHWEuler
(NoOfPaths,NoOfSteps,P0T,T,S0,sigma0,sigmabar,kappa,gamma,lambd,eta,Rxsigma,Rxr,Rsigmar)
PythonCodes/Chapter 13/Exe13_11.py:114
↓ 1 callersFunctionGeneratePathsSZHWEuler
(NoOfPaths,NoOfSteps,P0T,T,S0,sigma0,sigmabar,kappa,gamma,lambd,eta,Rxsigma,Rxr,Rsigmar)
PythonCodes/Chapter 13/Fig13_02.py:64
↓ 1 callersFunctionGeneratePathsTwoStocksEuler
(NoOfPaths,NoOfSteps,T,r,S10,S20,rho,sigma1,sigma2)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_5.py:10
↓ 1 callersFunctionGeneratePathsVG
(NoOfPaths,T,r,S0,sigmaVG,beta,theta)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:122
↓ 1 callersFunctionGeneratePathsVG
(NoOfPaths,T,r,S0,sigmaVG,beta,theta)
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_VG.py:92
↓ 1 callersFunctionGenerateStrikes
(frwd,Ti)
PythonCodes/Chapter 15/Fig15_02.py:365
↓ 1 callersFunctionGenerateStrikes
(frwd,Ti)
PythonCodes/Chapter 15/Tab15_04.py:365
↓ 1 callersFunctionGenerateStrikes
(frwd,Ti)
PythonCodes/Chapter 15/Tab15_02.py:9
↓ 1 callersFunctionGenerateStrikes
(frwd,Ti)
PythonCodes/Chapter 15/Tab15_03.py:264
↓ 1 callersFunctionHWDensity
(P0T,lambd,eta,T)
PythonCodes/Chapter 14/Fig14_06.py:32
↓ 1 callersFunctionHWMean_r
(P0T,lambd,eta,T)
PythonCodes/Chapter 12/Fig12_06.py:89
↓ 1 callersFunctionHWMean_r
(P0T,lambd,eta,T)
PythonCodes/Chapter 12/Fig12_04.py:81
↓ 1 callersFunctionHWMean_r
(P0T,lambd,eta,T)
PythonCodes/Chapter 12/Fig12_05.py:89
↓ 1 callersFunctionHWMean_r
(P0T,lambd,eta,T)
PythonCodes/Chapter 12/Fig12_07.py:89
↓ 1 callersFunctionHWVar
(lambd,eta,T)
PythonCodes/Chapter 14/Fig14_06.py:29
↓ 1 callersFunctionHWVar_r
(lambd,eta,T)
PythonCodes/Chapter 12/Fig12_06.py:138
↓ 1 callersFunctionHWVar_r
(lambd,eta,T)
PythonCodes/Chapter 12/Fig12_05.py:138
↓ 1 callersFunctionHWVar_r
(lambd,eta,T)
PythonCodes/Chapter 12/Fig12_07.py:138
↓ 1 callersFunctionHW_A
(lambd,eta,P0T,T1,T2)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_11.py:61
↓ 1 callersFunctionHW_A
(lambd,eta,P0T,T1,T2)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_9_b.py:56
↓ 1 callersFunctionHW_A
(lambd,eta,P0T,T1,T2)
PythonCodes/Chapter 13/Fig13_02.py:32
↓ 1 callersFunctionHW_A
(lambd,eta,P0T,T1,T2)
PythonCodes/Chapter 14/Fig14_08.py:60
↓ 1 callersFunctionHW_A
(lambd,eta,P0T,T1,T2)
PythonCodes/Chapter 12/Fig12_06.py:64
↓ 1 callersFunctionHW_A
(lambd,eta,P0T,T1,T2)
PythonCodes/Chapter 12/Fig12_05.py:64
↓ 1 callersFunctionHW_A
(lambd,eta,P0T,T1,T2)
PythonCodes/Chapter 12/Fig12_07.py:64
↓ 1 callersFunctionHW_B
(lambd,eta,T1,T2)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_11.py:72
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