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Implied Volatility in Practice Surfaces, Calibration, and Fast Greeks in Python [#1018224]

Name: Implied Volatility in Practice Surfaces, Calibration, and Fast Greeks in Python
Author: book24h

Turn raw option quotes into a stable, arbitrage-aware IV surface and live Greeks. Build squashed-spline and SVI fits, enforce static-arbitrage, and calibrate quickly. Compare BSM vs Local/Stochastic Vol (Dupire, Heston overview), and export a production surface for pricing and hedging. Includes full Python notebooks and a minimal surface server.Core modulesData cleaning, moneyness grids, microstructure filtersSVI + alternative parameterizations, constraints, and regularizationDupire local vol (practical numerics) + sanity checksSmile-consistent Greeks and scenario shocksCalibration speed tricks; JAX autodiff for sensitivities

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Implied Volatility in Practice Surfaces, Calibration, and Fast Greeks in Python [#1018224]

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