This repo is about financial modeling and application:
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option pricing models such as Black Scholas and its extended version
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monte carlo simulation for stock price
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time series analysis
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visualization
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Multithreading
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Web Crawling
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Root finding method such as Newton
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Machine Learning
Packages used:
pandas, numpy, scipy, matplotlib, seaborn...
Main language of Modeling
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Linear : A one-unit change of x corresponds to an m-unit change in y
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Log : diminshing returns to scale: a constant proportionate change in x is associated with the same absolute change in y
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Power: A one percent of change in x correpsonds to m percent change in y
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Exponential: A one-unit of change in x corresponse to 100m% change in y