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  1. Jump-Diffusion-Calibrator Jump-Diffusion-Calibrator Public

    Calibration of parameters of Heston and Bates models using Markov Chain Monte Carlo (MCMC)

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  3. python-guide python-guide Public

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    Python best practices guidebook, written for Humans.

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  4. heston_adi heston_adi Public

    ADI finite difference scheme for option pricing in the Heston model

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  5. adventures-in-ml-code adventures-in-ml-code Public

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    This repository holds all the code for the site http://www.adventuresinmachinelearning.com

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  6. Proxy_Builder Proxy_Builder Public

    A library for building regression proxies for financial instruments-related quantities

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