ladjanszki

Pinned Repositories

• quantlib-python-playground

  Collecting good quantlib-python and quantlib example/tutorial code from around the internet. I try to update and categorise them. Always citing the original source and mark my modifications.

  Language:Jupyter Notebook20

• dotfiles

  Language:Vim Script00

• einstein_lp

  Language:Python00

• gatheral

  Language:Jupyter Notebook00

• interest_rate_option

  Language:Python00

• ising_machine

  My implementation of an Ising spin system with some programmability

  Language:Python01

• loanmc

  A Monte Carlo simulation for non fixed interest loans

  Language:Python00

• mcpassage

  The first passage time distribution for Brownian Motion

  Language:Jupyter Notebook00

• option_lp

  A project about option pricing by linear programming

  Language:Python00

• sandbox

  All my code that does not deserve a separate repository (yet) or just experiments

  Language:Python00

ladjanszki's Repositories