QuantFinLib

Examples

  • Simulating Random Price Paths
  • Example datasets

Modules

  • sim
    • Examples
      • Basic usage
      • Estimate parameter uncertainty with Bootstrapping
      • Find the optimal parameters with Log-likelihood
    • Brownian Motion
    • Geometric Brownian Motion
    • Ornstein Uhlenbeck process

Pages

  • Contributing
  • Changelog
QuantFinLib
  • sim
  • Sim Examples

Sim Examples

  • Basic usage
  • Estimate parameter uncertainty with Bootstrapping
  • Find the optimal parameters with Log-likelihood
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