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hagan

Here are 3 public repositories matching this topic...

Idriss-Afra / SABR-Implied-Volatility

This project aims to construct the Equity Implied Volatility surface under the SABR model.

python jupyter-notebook derivatives model-calibration black-scholes implied-volatility equity-options options-pricing volatility-modeling sabr-model options-calculator equity-derivatives quant-finance volatility-surface hagan black-scholes-model implied-volatility-surface

Updated Mar 20, 2026
Jupyter Notebook

Idriss-Afra / CMS-Pricing-Analytics

This project aims to price CMS-based payoffs : Forward, Vanilla, and Spread Option.

Updated Mar 20, 2026
Jupyter Notebook

MJAHMADEE / Soft_Computing

Fuzzy Logic, Genetic Algorithm, Neural Networks

neural-network genetic-algorithm fuzzy neural-networks fuzzy-logic hagan

Updated Apr 1, 2024
Jupyter Notebook

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