Stochastic Valuation Processes

版本 1.0.5.1 (2.3 MB) 作者: Lautaro Parada
Stochastic Valuation models for stocks and bond rates.
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更新时间 2020/5/25
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This is a collection of Stochastic Valuation methods for Monte-Carlo simulations of stock prices and bond interest rates. These simulations help to backtest on synthetic data trading strategies, asset allocation methods, option pricing, volatility estimators,etc.

Currently, the implemented methods are:

- Stock prices: Brownian Motion, Geometric Brownian motion, Merton model, Heston model.
- Bond Rates: Vasicek interest rate model, Cox Ingersoll Ross model
- Utilities: Quote inflow order (volume generation, according to the price series), Information driven bars (see Advances in Financial Machine Learning for details).

In the Getting started guide, you will find complete documentation of the toolbox.

引用格式

Lautaro Parada (2024). Stochastic Valuation Processes (https://github.com/LautaroParada/stochastic-processes/releases/tag/1.0.5.1), GitHub. 检索来源 .

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版本 已发布 发行说明
1.0.5.1

See release notes for this release on GitHub: https://github.com/LautaroParada/stochastic-processes/releases/tag/1.0.5.1
1.0.5

See release notes for this release on GitHub: https://github.com/LautaroParada/stochastic-processes/releases/tag/1.0.5
1.0.4

See release notes for this release on GitHub: https://github.com/LautaroParada/stochastic-processes/releases/tag/1.0.4
要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。
要查看或报告此来自 GitHub 的附加功能中的问题，请访问其 GitHub 仓库。