Why Gamma still matters for Monte Carlo Variance Reduction?

  Рет қаралды 3,600

QuantPy

QuantPy

Күн бұрын

Пікірлер: 7
@AP-rc4dg
@AP-rc4dg 3 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 3 жыл бұрын
How do you change to that dark theme of jupyter notebook?
@QuantPy
@QuantPy 3 жыл бұрын
Nice 👍 Settings (tab along top) > JupyterLab Theme > JupyterLab Dark.
@Lirim_K
@Lirim_K 3 жыл бұрын
@@QuantPy Thanks! May I ask why you use jupyter labs instead of notebook?
@QuantPy
@QuantPy 3 жыл бұрын
I like the style of it, fits well in terms of the dimensions of my filming software.
@MrEo89
@MrEo89 3 жыл бұрын
There is a version of pyvollib that has the code vectorized. It’s called.. wait for it… py-vollib-vectorized. Yay!
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