Collection of notebooks about quantitative finance, with interactive python code.

Option # with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Option modelling in the Jump Diffusion Model

Single and mutiple stock price paths simulation

Conducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.

Option Price Forecaster