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  1. Fourier-Option-Pricing Fourier-Option-Pricing Public

    MSc thesis project concerned with option pricing for Levy Jump models. Package includes pricing implementations for European Call and Put options for Carr-Madan, COS and Fourier Time Stepping.

    Jupyter Notebook 1

  2. Optiver-2023 Optiver-2023 Public

    LSTM architectures for Trading at the Close competition

    Jupyter Notebook

  3. cmf-team/lecture-notes-2022 cmf-team/lecture-notes-2022 Public

    LaTeX notes of CMF lectures made by cooperation of more than 140 students. Will be made public on November 10th.

    TeX 37 3

  4. CMF_projects CMF_projects Public

    Projects that completed at CMF educational programme

    Jupyter Notebook