JackJacquier
Applied Mathematician with interest in stochastic analysis, volatility modelling, machine learning and quantum computing
Imperial College LondonLondon
Pinned Repositories
Heston-normal-and-rough
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
OptionPriceAsymptotics
Diverse asymptotics for option prices and implied volatilities
python-for-finance
Python for Finance module for Imperial MSc in Mathematics and Finance
QuantumComputing
Quantum Computing for Finance
SABR-Implied-Volatility
SABR Implied volatility asymptotics
SSVI
Surface SVI parameterisation and corresponding local volatility
Statistics-for-Finance
Statistical methods used in Quantitative Finance
StatsForFinance
Statistical Methods in Finance
StatsForFinance-
JackJacquier's Repositories
JackJacquier/python-for-finance
Python for Finance module for Imperial MSc in Mathematics and Finance
JackJacquier/SSVI
Surface SVI parameterisation and corresponding local volatility
JackJacquier/SABR-Implied-Volatility
SABR Implied volatility asymptotics
JackJacquier/Heston-normal-and-rough
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
JackJacquier/StatsForFinance
Statistical Methods in Finance
JackJacquier/QuantumComputing
Quantum Computing for Finance
JackJacquier/OptionPriceAsymptotics
Diverse asymptotics for option prices and implied volatilities
JackJacquier/Statistics-for-Finance
Statistical methods used in Quantitative Finance
JackJacquier/StatsForFinance-