Summary

This repo contains notes related to continuous time stochastic processes and their application to derivatives pricing.

The notes are prepared in jupyter notebook to provide some interaction for the reader.

Name		Name	Last commit message	Last commit date
Latest commit History 8 Commits
.idea		.idea
README.md		README.md
fitting_GBM_example.ipynb		fitting_GBM_example.ipynb
get_data_from_stooq.py		get_data_from_stooq.py
simple_market_analysis.ipynb		simple_market_analysis.ipynb
stochastic_processes.py		stochastic_processes.py
stochastic_processes_preliminaries.ipynb		stochastic_processes_preliminaries.ipynb

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