Why Gamma still matters for Monte Carlo Variance Reduction?

  Рет қаралды 3,430

QuantPy

QuantPy

Күн бұрын

Пікірлер: 7
@AP-rc4dg
@AP-rc4dg 2 жыл бұрын
Importing black_scholes as bs is a nice choice 😂 sorry had to make that comment. What about leaving this complicated but very theoretical place at some point? On a serious note: some of the code on your website does not display correctly for me. Maybe you could check that?
@Lirim_K
@Lirim_K 2 жыл бұрын
How do you change to that dark theme of jupyter notebook?
@QuantPy
@QuantPy 2 жыл бұрын
Nice 👍 Settings (tab along top) > JupyterLab Theme > JupyterLab Dark.
@Lirim_K
@Lirim_K 2 жыл бұрын
@@QuantPy Thanks! May I ask why you use jupyter labs instead of notebook?
@QuantPy
@QuantPy 2 жыл бұрын
I like the style of it, fits well in terms of the dimensions of my filming software.
@MrEo89
@MrEo89 2 жыл бұрын
There is a version of pyvollib that has the code vectorized. It’s called.. wait for it… py-vollib-vectorized. Yay!
Cool Parenting Gadget Against Mosquitos! 🦟👶 #gen
00:21
TheSoul Music Family
Рет қаралды 33 МЛН
Generative Model That Won 2024 Nobel Prize
33:04
Artem Kirsanov
Рет қаралды 171 М.
Is your Sharpe Ratio is Lying to you? Use this instead
24:05
6. Monte Carlo Simulation
50:05
MIT OpenCourseWare
Рет қаралды 2 МЛН
Risk Neutral Pricing of Weather Derivatives
27:14
QuantPy
Рет қаралды 7 М.
Quantum Computing: Hype vs. Reality
44:45
World Science Festival
Рет қаралды 275 М.
Faster than Rust and C++: the PERFECT hash table
33:52
strager
Рет қаралды 600 М.
The Magic Formula for Trading Options Risk Free
22:16
QuantPy
Рет қаралды 22 М.
Can You Compare Intraday Volatility Surfaces?
24:27
QuantPy
Рет қаралды 14 М.
Cool Parenting Gadget Against Mosquitos! 🦟👶 #gen
00:21
TheSoul Music Family
Рет қаралды 33 МЛН