Pinned Repositories
10K-word-embeddings
Word embeddings learned from 10-K documents
CS229-Final-Project
Art appraisal using deep learning.
FastAmericanOptionPricing
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
FE-R
Financial Engineering in R
flinks-python
A Python module for communicating with the Flinks.io API.
GithubTest
A test repository for studdents to learn github features like pull-requests and branch, etc
HartmanWatson
R function for evaluation of the Hartman-Watson distribution
PHBS_MLF_2021
PHBS MLF Course
PROJ_Option_Pricing_Matlab
Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
tanh_model
Stochastic Volatility Model with Tanh Local Vol
jaehyukchoi's Repositories
jaehyukchoi/PROJ_Option_Pricing_Matlab
Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
jaehyukchoi/PHBS_MLF_2021
PHBS MLF Course
jaehyukchoi/tanh_model
Stochastic Volatility Model with Tanh Local Vol
jaehyukchoi/CS229-Final-Project
Art appraisal using deep learning.
jaehyukchoi/FE-R
Financial Engineering in R
jaehyukchoi/10K-word-embeddings
Word embeddings learned from 10-K documents
jaehyukchoi/FastAmericanOptionPricing
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
jaehyukchoi/flinks-python
A Python module for communicating with the Flinks.io API.
jaehyukchoi/GithubTest
A test repository for studdents to learn github features like pull-requests and branch, etc
jaehyukchoi/HartmanWatson
R function for evaluation of the Hartman-Watson distribution
jaehyukchoi/PHBS_ASP_2023
PHBS ASP Course
jaehyukchoi/PHBS_MLF_2023
jaehyukchoi/pyanomaly
Python library for asset pricing
jaehyukchoi/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
jaehyukchoi/python-machine-learning-book-3rd-edition
The "Python Machine Learning (3rd edition)" book code repository
jaehyukchoi/riskparity.py
Fast and scalable design of risk parity portfolios
jaehyukchoi/SABR-Implied-Volatility
SABR Implied volatility asymptotics