Pinned Repositories
InternshipCryptoApp
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
aift
Code for Automatic Implicit Function Theorem
altnnpub
Public code for our paper https://ssrn.com/abstract=3958331
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
InternshipCryptoApp
qifparse
tensorly
TensorLy: Tensor Learning in Python.
todos
Everything is here
piterbarg's Repositories
piterbarg/altnnpub
Public code for our paper https://ssrn.com/abstract=3958331
piterbarg/aift
Code for Automatic Implicit Function Theorem
piterbarg/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
piterbarg/InternshipCryptoApp
piterbarg/qifparse
piterbarg/tensorly
TensorLy: Tensor Learning in Python.
piterbarg/todos
Everything is here