American Option pricing with Binomial Tree (Python)
In the following part, I priced a Plain-vanilla American option using binomial tree (CRR tree and JR tree). And also showcase that both...
Monte Carlo Pricing Method of European Call (Python)
Assuming the underlying stock follows the geometric Brownian process, with some easy Ito calculus, we can actually produce perfect Monte...
Take a look at CIR model// Nelson_Siegel Model calibration
******************************************************************************************** import numpy as np from scipy.stats import...
Optimization Algorithms using Python (Scipy/numpy) (Part II)
In this part, I am going to introduce some basic opimization method via scipy.optimization library. Let us take Rosenbrock fucntion as...
Basic Statistical Analysis and Optimization in Python (Scipy/numpy) (Part I)
In the first part, I am going to talk about some basic statistics usage of Python and in the following part I will try to use various...
Monte-Carlo Simulation of QPSK Communication System in MATLAB #Communication# Signal Processing #
I really did much programming and simulations in R, Python and C++ last semseter. Suddently, I found that I haven't been using MATLAB...
Text analysis demonstration in Python
Today I am going to do some interesting text sentimental analysis using python, the tools I need is provided by package Graphlab. What I...
