Stochastic volatility 2024 fall

Setup

The setup script creates a virtual environment with installed requirements. See the manuals for detailed information regarding the workspace setup.

Run setup_windows.cmd or run

.\setup_windows.cmd

Run:

chmod +x setup_macos.sh && ./setup_macos.sh

Name		Name	Last commit message	Last commit date
Latest commit History 21 Commits
.gitignore		.gitignore
HW_1.ipynb		HW_1.ipynb
HW_2.ipynb		HW_2.ipynb
Lab 1.ipynb		Lab 1.ipynb
Lab 2.ipynb		Lab 2.ipynb
README.md		README.md
Seminar 1.ipynb		Seminar 1.ipynb
Seminar 10.ipynb		Seminar 10.ipynb
Seminar 11.ipynb		Seminar 11.ipynb
Seminar 12.ipynb		Seminar 12.ipynb
Seminar 2.ipynb		Seminar 2.ipynb
Seminar 3.ipynb		Seminar 3.ipynb
Seminar 4.ipynb		Seminar 4.ipynb
Seminar 5.ipynb		Seminar 5.ipynb
Seminar 6.ipynb		Seminar 6.ipynb
Seminar 7.ipynb		Seminar 7.ipynb
Seminar 8.ipynb		Seminar 8.ipynb
Seminar 9.ipynb		Seminar 9.ipynb
calls.csv		calls.csv
data.txt		data.txt
options_data.json		options_data.json
requirements.txt		requirements.txt
response_calibration.csv		response_calibration.csv
setup_macos.sh		setup_macos.sh
setup_windows.cmd		setup_windows.cmd
synth_bid_ask.csv		synth_bid_ask.csv
vols_wide_range.csv		vols_wide_range.csv