Quantitative Finance

• Stock Market Price Series
  • Classes and methods
• Tools for working with financial options
  • black_scholes()
• Multifractal Random Walk
  • fractional_brownian_motion_simulation()
  • fractional_gaussian_noise_simulation()
  • multifractal_cascade_random_walk_simulation()
  • stationary_gaussian_simulation()
• Markov Switching Multifractal model
  • MarkovSwitchingMultifractal
• Markov Switching Multifractal model
  • simulations()

Indices and Tables

• Index

• Module Index

• Search Page