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Collection of notebooks about quantitative finance, with interactive python code.

License: GNU Affero General Public License v3.0

Jupyter Notebook 98.60% Python 0.88% C 0.07% Makefile 0.01% TeX 0.41% Cython 0.02% Dockerfile 0.01%
american-options brownian-motion econometrics financial-engineering financial-mathematics fourier-inversion heston-model jump-diffusion-mertons-model jupyter-notebooks kalman-filter levy-processes linear-regression linear-systems-equations monte-carlo-methods option-pricing partial-differential-equations python quantitative-finance stochastic-differential-equations stochastic-processes

financial-models-numerical-methods's Introduction

Hi there ๐Ÿ‘‹

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My name is Nicola Cantarutti.
I am originally from Gorizia, a small town in northern Italy. Currently, I am living in Switzerland.
I am passionate about mathematics, statistics, quantitative finance, and science.

Check out my second account, where I develop mathematical methods for neuroscience libraries: nico_canta.

Outside of the work context, I am interested in many other things such as traveling, football, motorcycles, history, manga, crypto trading, and DeFi.

Do you want to contact me? LinkedIn

My GitHub Stats

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