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  1. Thesis_code_BL_SP500 Thesis_code_BL_SP500 Public template

    Check out the thesis "Did 2001 Mark the Beginning of a More Manipulated Market? An Analysis of Financial Markets via Benford's Law" by Richard Wright and Erik Munther. http://urn.kb.se/resolve?urn=…

    MATLAB

  2. BSM_Greeks BSM_Greeks Public

    Black-Scholes-Merton pricing of European call and put options along with their Greeks for non-dividend yielding underlying assets.

    Python