MCPcopy Create free account

hub / github.com/LechGrzelak/QuantFinanceBook / functions

Functions763 in github.com/LechGrzelak/QuantFinanceBook

⨍ Functions 763◇ Types & classes 72
↓ 1 callersFunctionHW_B
(lambd,eta,T1,T2)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_9_b.py:67
↓ 1 callersFunctionHW_B
(lambd,eta,T1,T2)
PythonCodes/Chapter 13/Fig13_02.py:43
↓ 1 callersFunctionHW_B
(lambd,eta,T1,T2)
PythonCodes/Chapter 14/Fig14_08.py:71
↓ 1 callersFunctionHW_B
(lambd,eta,T1,T2)
PythonCodes/Chapter 12/Fig12_06.py:75
↓ 1 callersFunctionHW_B
(lambd,eta,T1,T2)
PythonCodes/Chapter 12/Fig12_05.py:75
↓ 1 callersFunctionHW_B
(lambd,eta,T1,T2)
PythonCodes/Chapter 12/Fig12_07.py:75
↓ 1 callersFunctionHW_Mu_FrwdMeasure
(P0T,lambd,eta,T)
PythonCodes/Chapter 12/Fig12_04.py:109
↓ 1 callersFunctionHW_ZCB
(lambd,eta,P0T,T1,T2,rT1)
PythonCodes/Chapter 13/Fig13_02.py:46
↓ 1 callersFunctionHW_r_0
(P0T,lambd,eta)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_11.py:85
↓ 1 callersFunctionHW_r_0
(P0T,lambd,eta)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_9_b.py:80
↓ 1 callersFunctionHW_r_0
(P0T,lambd,eta)
PythonCodes/Chapter 14/Fig14_08.py:92
↓ 1 callersFunctionHW_r_0
(P0T,lambd,eta)
PythonCodes/Chapter 12/Fig12_06.py:105
↓ 1 callersFunctionHW_r_0
(P0T,lambd,eta)
PythonCodes/Chapter 12/Fig12_04.py:97
↓ 1 callersFunctionHW_r_0
(P0T,lambd,eta)
PythonCodes/Chapter 12/Fig12_05.py:105
↓ 1 callersFunctionHW_r_0
(P0T,lambd,eta)
PythonCodes/Chapter 12/Fig12_07.py:105
↓ 1 callersFunctionHW_theta
(lambd,eta,P0T)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_11.py:54
↓ 1 callersFunctionHW_theta
(lambd,eta,P0T)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_9_b.py:49
↓ 1 callersFunctionHW_theta
(lambd,eta,P0T)
PythonCodes/Chapter 13/Fig13_02.py:26
↓ 1 callersFunctionImpliedVolatility
(CP,marketPrice,K,T,S_0,r)
PythonCodes/Chapter 04/Fig04_03.py:119
↓ 1 callersFunctionImpliedVolatility
(CP,S_0,K,sigma,tau,r)
PythonCodes/Chapter 04/Exa4_1_2.py:21
↓ 1 callersFunctionImpliedVolatility
(CP,marketPrice,K,T,S_0,r)
PythonCodes/Chapter 04/Fig04_10.py:98
↓ 1 callersFunctionImpliedVolatility
(CP,marketPrice,K,T,S_0,r)
PythonCodes/Chapter 08/Tab08_01.py:127
↓ 1 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 13/Exe13_1b.py:128
↓ 1 callersFunctionImpliedVolatilityBlack76
(CP,marketPrice,K,T,S_0)
PythonCodes/Chapter 13/Exe13_1a.py:129
↓ 1 callersFunctionLocalVarianceBasedOnSABR
(s0,frwd,r,alpha,beta,rho,volvol)
PythonCodes/Chapter 04/Fig04_10.py:50
↓ 1 callersFunctionMLE
(dateS,S)
PythonCodes/Chapter 02/Fig02_06.py:19
↓ 1 callersFunctionMainCode
()
PythonCodes/Chapter 02/Fig02_05.py:36
↓ 1 callersFunctionMertonCallPrice
(CP,S0,K,r,tau,muJ,sigmaJ,sigma,xiP,n)
Solutions to Exercises/Chapter 5/Python Codes/Exercise_5_11_a.py:33
↓ 1 callersFunctionMertonCallPrice
(CP,S0,K,r,tau,muJ,sigmaJ,sigma,xiP)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_3.py:115
↓ 1 callersFunctionMertonCallPrice
(CP,S0,K,r,tau,muJ,sigmaJ,sigma,xiP)
PythonCodes/Chapter 06/Exe06_03.py:127
↓ 1 callersFunctionOptionPriceWithCosMethodHelp
(CP,T,K,S0,r,kappa,gamma,v0,vbar,rho)
PythonCodes/Chapter 10/Fig10_02.py:148
↓ 1 callersFunctionP_t_T
(lambd,eta,P0T,T1,T2,rT1)
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_11.py:75
↓ 1 callersFunctionPathwiseDelta
(S0,S,K,r,T)
PythonCodes/Chapter 09/Fig09_17.py:154
↓ 1 callersFunctionPathwiseDelta
(S0,S,K,r,T)
PythonCodes/Chapter 09/Fig09_16.py:97
↓ 1 callersFunctionPathwiseDelta
(S0,S,K,r,T)
PythonCodes/Chapter 09/Fig09_18.py:97
↓ 1 callersFunctionPathwiseRho
(S10,S20,sigma1,sigma2,rho,S1,S2,K,r,T)
PythonCodes/Chapter 09/Exe09_14.py:47
↓ 1 callersFunctionPathwiseVega
(S0,S,sigma,K,r,T)
PythonCodes/Chapter 09/Fig09_16.py:101
↓ 1 callersFunctionPathwiseVegaAsian
(S0,S,time,sigma,K,r,T,Ti,nPaths)
PythonCodes/Chapter 09/Fig09_18.py:122
↓ 1 callersFunctionPlotLogNormalDensity
()
PythonCodes/Chapter 02/Fig02_04.py:11
↓ 1 callersFunctionPlotNormalDensity
()
PythonCodes/Chapter 02/Fig02_03.py:11
↓ 1 callersFunctionSecondApproach
(m,s2)
PythonCodes/Chapter 09/Fig09_12.py:18
↓ 1 callersFunctionTargetVal
(beta,rho,gamma,iv,K,iv_ATM,K_ATM,f,t)
PythonCodes/Chapter 04/Fig04_09.py:76
↓ 1 callersFunctionTargetValH1HW_FX
(CP,marketPrice,P0Td,T,K,frwdFX,gamma,vbar,Rxv,v0,Rxrd,Rxrf,Rrdrf,Rvrd,Rvrf,lambdd,etad,lambdf,etaf,kappa)
PythonCodes/Chapter 15/Fig15_02.py:339
↓ 1 callersFunctionTargetValH1HW_FX
(CP,marketPrice,P0Td,T,K,frwdFX,gamma,vbar,Rxv,v0,Rxrd,Rxrf,Rrdrf,Rvrd,Rvrf,lambdd,etad,lambdf,etaf,kappa)
PythonCodes/Chapter 15/Tab15_04.py:339
↓ 1 callersFunctioncalibrationH1HW_FX_Global
(CP,marketPrice,P0Td,T,K,frwdFX,Rxrd,Rxrf,Rrdrf,Rvrd,Rvrf,lambdd,etad,lambdf,etaf,kappa)
PythonCodes/Chapter 15/Fig15_02.py:291
↓ 1 callersFunctioncalibrationH1HW_FX_Global
(CP,marketPrice,P0Td,T,K,frwdFX,Rxrd,Rxrf,Rrdrf,Rvrd,Rvrf,lambdd,etad,lambdf,etaf,kappa)
PythonCodes/Chapter 15/Tab15_04.py:291
↓ 1 callersFunctioncalibrationH1HW_Global
(CP,kappa,Rxr,eta,lambd,K,marketPrice,S0,T,P0T)
PythonCodes/Chapter 13/Tab13_02.py:385
↓ 1 callersFunctioncalibrationHagan
(K,t,beta,iv,iv_ATM,K_ATM,f)
PythonCodes/Chapter 04/Fig04_09.py:46
↓ 1 callersFunctioncalibrationSZHW_Global
(CP,kappa,Rxr,eta,lambd,K,marketPrice,S0,T,P0T)
PythonCodes/Chapter 13/Tab13_01.py:263
↓ 1 callersFunctioncalibrationSZHW_Global
(CP,kappa,Rxr,eta,lambd,K,marketPrice,S0,T,P0T)
PythonCodes/Chapter 13/Tab13_02.py:332
↓ 1 callersFunctionchar_cgmy
(C, G, M, Y, t, brownian=False, r=None, sigma=None)
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_7.py:13
↓ 1 callersFunctiond2CdK2
(S_0,K,sigma,t,T,r)
PythonCodes/Chapter 04/Fig04_05.py:64
↓ 1 callersFunctiondV_dsigma
(S_0,K,sigma,tau,r)
PythonCodes/Chapter 04/Exa4_1_2.py:43
↓ 1 callersFunctiongetEVBinMethod
(S,v,NoOfBins)
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_5.py:41
↓ 1 callersFunctiongetEVBinMethod
(S,v,NoOfBins)
PythonCodes/Chapter 10/Tab10_01.py:146
↓ 1 callersFunctiongetEVBinMethod
(S,v,NoOfBins)
PythonCodes/Chapter 10/Fig10_05.py:76
↓ 1 callersFunctiongetEVBinMethod
(S,v,NoOfBins)
PythonCodes/Chapter 10/Fig10_04.py:76
↓ 1 callersFunctionmain
()
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_5.py:54
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 8/Python Codes/Exercise_8_7.py:211
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 8/Python Codes/Exercise_8_11.py:43
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 5/Python Codes/Exercise_5_13.py:67
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 5/Python Codes/Exercise_5_11_a.py:58
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_1a.py:23
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_1c.py:31
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_1b.py:23
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_3.py:150
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_11.py:65
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 6/Python Codes/Exercise_6_9.py:99
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_11.py:93
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 11/Python Codes/Exercise_11_9_b.py:88
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_9.py:130
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 10/Python Codes/Exercise_10_7.py:142
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 7/Python Codes/Exercise_7_1.py:75
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_7.py:24
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_3.py:27
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_1.py:27
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11.py:151
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_9.py:73
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_CGMY.py:176
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_VG.py:141
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_9_a.py:11
↓ 1 callersFunctionmainCalculation
()
Solutions to Exercises/Chapter 9/Python Codes/Exercise_9_11_NIG.py:154
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 15/Fig15_02.py:370
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 15/Tab15_04.py:370
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 15/Tab15_02.py:13
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 15/Tab15_03.py:268
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Exe13_1b.py:188
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Exe13_11.py:291
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Tab13_01.py:362
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Fig13_06.py:256
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Tab13_02.py:504
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Fig13_02.py:132
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Fig13_04.py:80
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Exe13_1a.py:167
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Fig13_01.py:208
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Fig13_03.py:67
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 13/Exe13_12.py:328
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 04/Exe04_08.py:76
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 04/Fig04_03.py:156
↓ 1 callersFunctionmainCalculation
()
PythonCodes/Chapter 04/Fig04_10.py:124
← previousnext →501–600 of 763, ranked by callers