Contents Menu Expand Light mode Dark mode Auto light/dark mode
Quant Analytics documentation
Quant Analytics documentation

Contents:

  • Getting Started
  • User guide
    • Analytics
      • European option pricing in closed form and Monte-Carlo
      • Maxsoft and heavyside function approximation
    • Calculators
      • European option calculator
    • Examples
      • SSVI calibration
      • Equity cash dividend modelling
      • Simulation of the Heston model using the Quadratic exponential scheme
      • Simulation of the 3/2 model using the Quadratic exponential scheme
  • quant_analytics_torch
    • quant_analytics_torch package
      • quant_analytics_torch.analytics package
      • quant_analytics_torch.calculators package
      • quant_analytics_torch.instruments package
      • quant_analytics_torch.interpolators package
      • quant_analytics_torch.marketdata package
      • quant_analytics_torch.models package
      • quant_analytics_torch.modules package
      • quant_analytics_torch.sandbox package
Back to top
Copyright © 2021, Quant Analytics
Made with Sphinx and @pradyunsg's Furo