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Name: Mark
Type: User
Location: Philadelphia, Pennsylvania, USA
Name: Mark
Type: User
Location: Philadelphia, Pennsylvania, USA
Mainly utilized Monte Carlo simulation to price auto-exercised Parisian options, and calculate their Greeks.
Code for / related to the valuation of complex financial instruments (derivative instruments)
Books
Indicators from Unit 42 Public Reports
Monte Carlo Simlation
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Black Scholes Options Calculator
Python for Finance – Second Edition, published by Packt
The QuantLib C++ library
Reimplementing QuantLib examples by Python
Example Streamlit app that you can fork to test out share.streamlit.io
Small repository for evaluating swing options via Longstaff-Schwartz algorithm.
Valuation of Convertible Bonds on a Binomial Tree (E. Derman et al.)
Valuation of energy options (e.g. swing option and storage option) via Approximate Dynamic Programming (ADP)
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.