Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.
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Updated
Apr 30, 2021 - Jupyter Notebook
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volatility-surface
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Jupyter notebooks implementing Finance projects
portfolio-optimization
option-pricing
algorithmic-trading
binomial-model
factor-models
bollinger-bands
efficient-frontier
volatility-surface
black-scholes-model
sharpe-optimal-portfolio
momentum-trading
mean-reversion-trading
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Updated
Dec 22, 2023 - Jupyter Notebook
Python client for your pricing web service
options
web-services
pricing
implied-volatility
dataclasses
option-greeks
dataclasses-json
volatility-surface
volatility-cube
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Apr 26, 2023 - Python
Live updating dynamic volatility surface constructed from options prices in C++
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Updated
Jun 14, 2024
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