# rmcrkd/rough\_bergomi

<https://repo.masters-masters.com/en/repos/rmcrkd/rough_bergomi>

[Home](https://repo.masters-masters.com/en) › [rmcrkd](https://repo.masters-masters.com/en/owners/rmcrkd) › [rough\_bergomi](https://repo.masters-masters.com/en/repos/rmcrkd/rough_bergomi)

rmcrkd/rough\_bergomi has 143 stars on GitHub. Its RepoMasters card: Prototype tier. A Python implementation of the rough Bergomi model.

| Field | Value |
| --- | --- |
| Owner | [rmcrkd](https://repo.masters-masters.com/en/owners/rmcrkd) |
| Stars | 143 |
| Forks | 53 |
| Language | [Jupyter Notebook](https://repo.masters-masters.com/en/languages/jupyter-notebook) |
| License | MIT |
| Created | 2017 |
| Topics | rough-volatility, implied-volatility, option-pricing, monte-carlo |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [rmcrkd/rough\_bergomi](https://github.com/rmcrkd/rough_bergomi) |

## Repository

A Python implementation of the rough Bergomi model.

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.