blenezet

Quantitative analyst who is passionate about systematic trading, quantitative investment, machine learning and system development in general

None

Pinned Repositories

credule
credule
Language:HTML5 1 11
hull-white-1f
Hull White 1F Tree (calibration cap and caplet)
Language:C#10
mcoptionpricing
Monte Carlo Option Pricing using Spark
Language:Scala01
model_risk_ai_oct2018
Language:Jupyter Notebook00
qqer-generic-credit-curve
Language:R00

blenezet's Repositories

blenezet/credule
credule
Language:HTML5 1 11
blenezet/hull-white-1f
Hull White 1F Tree (calibration cap and caplet)
Language:C#10
blenezet/mcoptionpricing
Monte Carlo Option Pricing using Spark
Language:Scala01
blenezet/model_risk_ai_oct2018
Language:Jupyter Notebook00
blenezet/qqer-generic-credit-curve
Language:R00