Pinned Repositories
copula_opt_pricing
CPP-Programming-for-Financial-Engineering
QuantNet course on C++ programming
edoberton.github.io
heston_nandi_garch
Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option price and computations of pdf and cdf.
Papers
Quant Research Papers
project_repo
Repository for small projects, bits of code and few-line tools
vasicek_assignment
Repo for extended vasicek assignment
edoberton's Repositories
edoberton/heston_nandi_garch
Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option price and computations of pdf and cdf.
edoberton/copula_opt_pricing
edoberton/CPP-Programming-for-Financial-Engineering
QuantNet course on C++ programming
edoberton/edoberton.github.io
edoberton/Papers
Quant Research Papers
edoberton/project_repo
Repository for small projects, bits of code and few-line tools
edoberton/vasicek_assignment
Repo for extended vasicek assignment