artkb99

Pinned Repositories

fypy
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Language:Python00
Javascript
A repository for All algorithms implemented in Javascript (for educational purposes only)
Language:JavaScript00
PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Language:MATLAB00
pymle
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
Language:Python00
QuantLib
The QuantLib C++ library
Language:C++00
simple-statistics
simple statistics for node & browser javascript
Language:JavaScript00
statistics
A fast, high quality library for computing with statistics in Haskell.
Language:Haskell00

artkb99's Repositories

artkb99/fypy
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Language:Python00
artkb99/Javascript
A repository for All algorithms implemented in Javascript (for educational purposes only)
Language:JavaScript00
artkb99/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Language:MATLAB00
artkb99/pymle
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
Language:Python00
artkb99/QuantLib
The QuantLib C++ library
Language:C++00
artkb99/simple-statistics
simple statistics for node & browser javascript
Language:JavaScript00
artkb99/statistics
A fast, high quality library for computing with statistics in Haskell.
Language:Haskell00