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Pricing of BC for AIG using the Bates model
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credit-default-risk-modeling Public
Repository for credit default risk modeling, where company data from Orbis is used to create a default risk probability curve based on financials
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Option-Pricing Public
This repository contains various models and techniques for pricing financial options. The focus is on implementing the Black-Scholes model and some of its extensions (e.g. Heston) , visualizing imp…
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