├── .gitignore ├── Codigo ├── Arbitrajes.ipynb ├── BS y Griegas.ipynb ├── Data de BYMA.ipynb ├── Data de Yahoo y graficos.ipynb ├── Estrategias.ipynb ├── Paridad Put Call.ipynb ├── PnL y modelos.ipynb ├── QuantLib_extra.ipynb ├── README.md ├── Sensibilidades.ipynb ├── Volatilidad Implicita - Superficie de Volatilidad.ipynb ├── __init__.py ├── calculadora_GUI.py ├── calculadora_GUI.spec ├── calculadora_GUI_QL.py ├── calculadora_GUI_QL.spec ├── chromedriver.exe ├── data_byma.py ├── data_byma_homebroker.py ├── data_de_byma-read_html.ipynb ├── data_nyse.py ├── opcion_americana_bin.py ├── opcion_americana_fd.py ├── opcion_europea_bin.py ├── opcion_europea_bin_c.py ├── opcion_europea_bs.py ├── opcion_europea_fd.py ├── opcion_europea_mc.py ├── payoffs.py ├── tests │ └── test_mc.py ├── tests_fd.ipynb ├── utils_opciones_byma.py ├── utils_plots.py └── vol_implicita.py ├── Notebooks ├── Binomial VS BlackScholes.ipynb ├── Clase4_panel_nyse_modelos.csv ├── Derivados_Financieros_Clase3- con outputs.ipynb ├── Derivados_Financieros_Clase3.ipynb ├── Derivados_Financieros_Clase4- con outputs.ipynb ├── Derivados_Financieros_Clase4.ipynb ├── Derivados_Financieros_Clase5- con outputs.ipynb ├── Derivados_Financieros_Clase5.ipynb ├── Derivados_Financieros_WebScraping-conOutputs.ipynb ├── Derivados_Financieros_WebScraping.ipynb ├── Derivados_Financieros_yFinance_estrategias-conOutputs.ipynb ├── Derivados_Financieros_yFinance_estrategias.ipynb ├── Ejercicio 1 - Put Call parity - sinteticas - arbitrajes - BYMA-resuelto.ipynb ├── Ejercicio 1 - Put Call parity - sinteticas - arbitrajes.ipynb ├── Ejercicio 2 - Opciones fuera de panel - Volatilidad Implicita - Superficie de Volatilidad.ipynb ├── Explicacion de PnL.ipynb ├── Jugando con div y tasas.ipynb ├── Modelo Binomial.ipynb ├── Opciones_Strikes.xlsm ├── Sensibilidades con binomial.ipynb ├── WebScrapingIOL.ipynb ├── chromedriver.exe ├── diferenciasfinitas.ipynb ├── estrategias.ipynb ├── formuladeblacksholes.ipynb ├── griegas.ipynb ├── intoquantilib.ipynb ├── montecarlo.ipynb ├── option.pkl ├── pyHomeBroker.ipynb ├── stock.pkl ├── usando_yfinance.ipynb └── volatilidadimplicita.ipynb ├── README.md ├── Referencias ├── 2017_Book_AppliedQuantitativeFinance.pdf ├── Daniel_J._Duffy-Finite_Difference_Methods_in_Financial_Engineering__A_Partial_Differential_Equation_Approach_-Wiley(2006).pdf ├── IE_2016_Introduction to Derivative Instruments_Part1.pdf ├── John_C_Hull-Options,_Futures_and_Other_Derivatives_7th_edition-Prentice_Hall(2008).pdf ├── Paul_Wilmott,_Jeff_Dewynne,_Sam_Howison-Option_Pricing__Mathematical_Models_and_Computation-Oxford_Financial_Press(1994).pdf ├── Paul_Wilmott-Paul_Wilmott_introduces_quantitative_finance-Wiley(2007).pdf ├── Steve_ShreveStochastic_Calculus_for_Finance_II.pdf ├── Steve_Shreve_Stochastic_Calculus_for_Finance_I.pdf └── introduction1.pdf └── webapp ├── Dockerfile ├── README.md ├── app ├── Codigo │ ├── opcion_americana_bin.py │ ├── opcion_americana_fd.py │ ├── opcion_europea_bin.py │ 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