Repository of Jupyter notebooks with financial experiments and explorations.
| Notebook | Description |
|---|---|
vol_smile |
Shows that the volatility smile is a consequence of non-lognormal returns, not a post-1987 market anomaly |
| Name | Name | Last commit date | ||
|---|---|---|---|---|
Repository of Jupyter notebooks with financial experiments and explorations.
| Notebook | Description |
|---|---|
vol_smile |
Shows that the volatility smile is a consequence of non-lognormal returns, not a post-1987 market anomaly |