jkirkby3
My name is Justin Lars Kirkby, and I specialize in quantitative finance and machine learning.
Voya Investment Management (former ICE/NYSE)Atlanta, GA
Pinned Repositories
BsplineDensity
B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.
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.
PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
pymle
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
jkirkby3's Repositories
jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
jkirkby3/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.
jkirkby3/pymle
Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
jkirkby3/BsplineDensity
B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.