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113 видео
Using Scipy to Find the Prices of a Stock and its Volatility from a Call Spread Price
Kernel Density Estimation with Python: Estimate a Density Function from Data
Solving Simple Physics Problems with Python/Scipy - Motion in one dimension
Generating Option Payoff Plots in Python
Basic Vector Manipulation in Numpy. Dot Products and Cross Products.
Simple Portfolio Optimization with Python
Removing Duplicate Entries from Arrays in Numpy and MATLAB
Impromptu Video: Calculating the Implied Volatility of a Put Using Excel
Answer to a Viewer Question
Maximum Likelihood Estimation - the Ornstein-Uhlenbeck Process(part 2)
Maximum Likelihood Estimation (Part 1)
Calculating the Probability of a Stock Being in a Certain Price Range
Calculating the Probability of a Stock Reaching a Given Price in a Specified Time Window in Excel
Implementing Cubic Splines
ODEs and PDEs using Sparse Jacobian Matrices in Python (with Assimulo)
A Short Introduction to Interpolation in SciPy (interp1d)
Transforming Ordinary Differential Equations to A simple Algebraic System Using SciPy (Part 1)
Linear Systems and Sparse Matrices with Numpy and Scipy
Calculating Implied Volatility from an Option Price Using Python
Q&A: Liquidity inthe Options Market
Refining Our Projectile Motion Code: Some differences between MATLAB's and SciPy's ODE Solvers
Differential Algebraic Equations: Solving constrained differential equations in Python
Revisiting Calculation of Option Greeks (Theta & Vega): Units Used in the Black-Scholes Model
Using Numpy's Polynomial Functionality
More Kinematics problems: Differential Equations and Event Detection using Python (Numpy and Scipy)
Debugging the Python Implied Volatility Code
Creating and Manipulating Polynomials in Numpy
Intro to Monte Carlo Techniques: Using Python and Random Numbers to Estimate the Value of Pi
Calculating the Implied Volatility of a Put Option Using Python
Calculating Simple Statistics with Python and Pandas: Stock Market Data
Polynomial Interpolation
Sparse Matrices to Speed up Calculations (Part 2): Partial Differential Equations - 1-D Diffusion
Solving Eigenvalue Problems Via the Shooting Method
Implementing the Bachelier Option Pricing model in Python (Part 1)
Revisiting the Implied Volatility Calculation: Possible Pitfalls of Newton’s Method (Part 2)
Calculating the Correlations Between Stocks Using Python
Calculating Probability of Making 50% of Max Profit on a Short Strangle Using Python
Playing with Singular Value Decomposition: Differences between Numpy & MATLAB (Image Compression)
Q&A: Setting up Short Strangles
Numerical Solutions to Partial Differential Equations: 2-d Diffusion
Calculating Historical Stock Volatility with Python and Excel
2d Interpolation in Python
Implementing the Bachelier Option Pricing model in Python (Part 2)
What is a Pairs Trade?
Calculating Beta-Weighted Deltas in Excel
Cholesky Decomposition and Its Applications in Python
Revisiting the Intuition Behind Maximum Likelihood Estimation
Calculating an Options IV from its Delta: Newton'w Method and the Bisection Method
Calculation of the Hurst Exponent
