Option Pricing and Delta Hedging | Derivatives Pricing in Python
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Updated
Jul 12, 2024 - Jupyter Notebook
Option Pricing and Delta Hedging | Derivatives Pricing in Python
Collection of methods for numerical analysis and scientific computing, including numerical root-finders, numerical integration, linear algebra, and data visualization. Created for APPM4600 at CU Boulder.
Implementation and usage of numerical root-finding algorithms.
This project aims to improve efficiency of root-finding methods using parallelization of GPU.
General-purpose equation solver (up to the 4th order) which is fast and easy to use. Unit-tested.
Root finding using Newton Raphson Method
Online tool for computing roots using specific starting points, precisions, and numerical methods
Numerical Methods Using Java: For Data Science, Analysis, and Engineering https://www.amazon.com/Numerical-Methods-Using-Java-Engineering/dp/1484267966
Numerical Methods
The behaviour of general root-finding algorithms is studied in numerical analysis. How-ever, for polynomials, root-finding study belongs generally to computer algebra, sincealgebraic properties of polynomials are fundamental for the most efficient algorithms. The efficiency of an algorithm may depend dramatically on the characteristics of the gi…
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