This repository contains implementations of various volatility models:
- GARCH: Generalized Autoregressive Conditional Heteroskedasticity
- Heston: Heston Stochastic Volatility Model
Future Plans To Add:
- Dupire: Dupire Local Volatility Model
- SABR: Stochastic Alpha Beta Rho Model
Each model has its own directory with Python scripts and Jupyter notebooks for analysis.
Make sure to install the required libraries:
pip install numpy pandas matplotlib