gbfredrik
Quant developer at SEB. BSc Computer Science, BSc Mathematics. MSc Applied Mathematics.
SEBStockholm, Sweden
Pinned Repositories
1ScientificComputing
Computer exercises for chapter 1 of "Scientific Computing: An Introductory Survey".
AOC
Advent of Code through the years
api-design-course
Dummy repo with a mock DB for a live API development training
boostorg-math
Boost.org math module
BSc-Mathematics-Regime-Switching-Weather-Options
An Implementation of Markov Switching Models for Weather Derivative Pricing
Coding-Challenges
A place to store coding challenges and exercises done in C++ and various other languages.
Engine
Open Source Risk Engine
MSc-Financial-Mathematics-Multi-Curve-Modeling-Risk-Performance-Attribution
Developed as part of a master's thesis project at Linköping University, Sweden.
QuantitativeFinance-ValuationModeling
A repo for implementation and testing of quantitative models for derivative pricing.
Engine
Open Source Risk Engine
gbfredrik's Repositories
gbfredrik/BSc-Mathematics-Regime-Switching-Weather-Options
An Implementation of Markov Switching Models for Weather Derivative Pricing
gbfredrik/QuantitativeFinance-ValuationModeling
A repo for implementation and testing of quantitative models for derivative pricing.
gbfredrik/1ScientificComputing
Computer exercises for chapter 1 of "Scientific Computing: An Introductory Survey".
gbfredrik/AOC
Advent of Code through the years
gbfredrik/api-design-course
Dummy repo with a mock DB for a live API development training
gbfredrik/boostorg-math
Boost.org math module
gbfredrik/Coding-Challenges
A place to store coding challenges and exercises done in C++ and various other languages.
gbfredrik/Engine
Open Source Risk Engine
gbfredrik/MSc-Financial-Mathematics-Multi-Curve-Modeling-Risk-Performance-Attribution
Developed as part of a master's thesis project at Linköping University, Sweden.
gbfredrik/Flapario-Game
gbfredrik/gbfredrik
gbfredrik/gbfredrik.github.io
A blog for all things quantitative
gbfredrik/GH-Actions-Boost-Test
Test repo for GitHub actions with Boost
gbfredrik/github-pages-with-jekyll
gbfredrik/Joshi-Design_Patterns_and_Derivatives_Pricing
Implementations of examples and exercises from the book by Mark S. Joshi
gbfredrik/Numerical-Linear-Algebra
Coursework in Numerical Linear Algebra
gbfredrik/PythonDocsTutorial
The Python Documentation Tutorial
gbfredrik/Quantipp
Workspace for toying in and around QuantLib
gbfredrik/QuantLib
The QuantLib C++ library
gbfredrik/Quicksort
gbfredrik/rsvd
Randomized singular value decomposition (SVD) written in C++14 / Eigen
gbfredrik/Shumai-Data-Analysis
gbfredrik/TDDC88lab5
Lab 5 of TDDC88, Jenkins.
gbfredrik/WrittenPapers
A place to store papers I have written for self-educating purposes. Will likely remain empty for a while.