Pinned Repositories
SABR_local_vol
Construction of local volatility surface by using SABR
CUDA_MC
Monte Carlo simulation to option pricing in CUDA
smoothing_payoff_FDM
Treatment for discontinuous payoff
Vectorization
Computational cost in Monte Carlo simulation using vectorization
monte_calro_python
Monte Carlo simulation using Python
ELS_FDM_3D
Dynamic Linked Library for pricing 3-asset ELS by Finite difference method
Heston
MATLAB code for Heston model by using finite difference method
Stochastic_volatility_with_contemporaneous_jumps
Stochastic volatility with contemporaneous jumps by using finite difference method
Asynchronous_methods_Monte_Carlo
Asynchronous methods for Monte Carlo (C#, EXCEL-DNA)
CUDA_heatEq
CUDA heatEq Finite Difference Method - Explicit
ymh1989's Repositories
ymh1989/PyUtils
Time is money.
ymh1989/CV
Curriculum Vitae
ymh1989/publications
pdf files for each paper
ymh1989/SundayAlgo
일요일 알고리즘 스터디
ymh1989/CUDA_heatEq
CUDA heatEq Finite Difference Method - Explicit
ymh1989/SABR_local_vol
Construction of local volatility surface by using SABR
ymh1989/FRED_example
ymh1989/Vectorization
Computational cost in Monte Carlo simulation using vectorization
ymh1989/Asynchronous_methods_Monte_Carlo
Asynchronous methods for Monte Carlo (C#, EXCEL-DNA)
ymh1989/Python_DLL
Python × DLL
ymh1989/smoothing_payoff_FDM
Treatment for discontinuous payoff
ymh1989/Python_loads_json
Loading ELS, DLS data from json by using Python
ymh1989/Heston
MATLAB code for Heston model by using finite difference method
ymh1989/Stochastic_volatility_with_contemporaneous_jumps
Stochastic volatility with contemporaneous jumps by using finite difference method
ymh1989/monte_calro_python
Monte Carlo simulation using Python
ymh1989/ELS_FDM_3D
Dynamic Linked Library for pricing 3-asset ELS by Finite difference method
ymh1989/CUDA_MC
Monte Carlo simulation to option pricing in CUDA
ymh1989/git-project
git-project
ymh1989/Python_loads_financial_data
crawling financial data from web by using Python