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  1. vpsolver vpsolver Public

    Forked from fdabrandao/vpsolver

    Arc-flow Vector Packing Solver (VPSolver)

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    Based on parameters such as prepayment rate and default rate, the pricing of ABS products is obtained based on the cash flow discount method.

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    By calibrating the model parameters, the derivative product price calculated by the model is consistent with the market price of the product.

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  4. Accumulator_Option_Pricing Accumulator_Option_Pricing Public

    Pricing of an accumulator option using Monte Carlo simulation and finite-difference methods (by Python)

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  5. Option_Trading Option_Trading Public

    Python of option real-time trading strategy

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  6. Option_Pricing Option_Pricing Public

    Methods for option pricing include Monte Carlo, binary tree, etc.

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