aparrett1

Pinned Repositories

mgarch
DCC-GARCH(1,1) for multivariate normal distribution.
Language:Python0 0 00
storage
Valuation and optimisation of commodity storage (Python and .NET).
Language:C#0 0 00

aparrett1's Repositories

aparrett1/mgarch
DCC-GARCH(1,1) for multivariate normal distribution.
Language:Python0 0 00
aparrett1/storage
Valuation and optimisation of commodity storage (Python and .NET).
Language:C#0 0 00