I see that a number of textbooks books have been ported to PyMC3, such as Bayesian Cognitive Modeling and Statistical Rethinking. Can the same be said for any quantitative finance books/courses? For example, Binomial option pricing model, Brownian motion, etc etc. I’m quite new to quant finance but…

Quant Finance books/courses ported to PyMC3?

twiecki April 6, 2021, 7:21pm 2

I don’t think this exists, would be a great book to write ;).

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