sk8gh Goto Github PK
Name: Jérémie
Type: User
Bio: Software engineer in the banking industry
Location: Sweden
Blog: https://github.com/SK8gh
Jérémie's Projects
bipy
The Binance Python API returns odd types when requesting crypto market data... Wrapping it up and creating my own gateway
breastcancer
caddybuddy
Splitting baskets in multiple supermarkets to optimize the cost of groceries shopping
cps
Credit Policy Service
gradient-descent-cpp
A single header-only C++ library for gradient descent optimization.
hestonpricer
Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.
huewave
Turning colors in sounds
kivy-ios
Toolchain for compiling Python / Kivy / other libraries for iOS
map2
Mapping of Paris with respect to the car transit time
multimodelpricer
Pricing various options (vanilla, spread, binary) using Monte-Carlo methods in different models (BS, Heston, SABR) An interesting functionality of this program is that the model can be specified in the pricing function.
quantitativefinance
velibmap
Mapping Vélib bikes locations throughout activity spikes in Paris
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