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Final project for Simulation Applications course. Using MLE to fit jump diffusion stochastic differential equation parameters to data and price relevant options.
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ddl-generator Public
Forked from catherinedevlin/ddl-generatorGuesses table DDL based on data
HTML MIT License UpdatedSep 9, 2022 -
StochasticVolatilityMLE Public
Black-Scholes model with correlated stochastic volatility process.
MATLAB UpdatedJul 24, 2022 -
mnist Public
Machine learning using Pytorch to predict digits in mnist dataset.
Python UpdatedApr 8, 2021 -
GetAllPackages Public
Get all packages used in one or more .py files, located at specific paths or in folders, in potentially a recursive manner, generating a report.
Python UpdatedSep 30, 2020 -
CorpDataPuller Public
Pulls asset prices and company attributes from multiple public resources.
Python UpdatedSep 23, 2020 -
MerlinPlotting Public
Plot large number of Monotone Convex (Hagan et al) interpolated discount factor curves for manual checking purposes.
Python UpdatedAug 18, 2020 -
typeconstructor Public
Python singleton class that dynamically generates class instances using type information, with or without arguments.
Python UpdatedAug 11, 2020 -
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PythonUtilities Public
Python utility classes and methods for usage elsewhere.
Python UpdatedMar 26, 2020 -
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OptionPricingPython Public
European option pricing with graphing capabilities.
Python UpdatedDec 11, 2019 -
CSharpExceptions Public
Implement ExceptionAggregator class to store and handle all runtime exceptions that occur in a sensible manner.
C# UpdatedOct 30, 2019 -
TimeSeriesAnalysisWithPython Public
Forked from AileenNielsen/TimeSeriesAnalysisWithPythonJupyter Notebook UpdatedOct 1, 2019 -
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pyqtgraph Public
Forked from pyqtgraph/pyqtgraphFast data visualization and GUI tools for scientific / engineering applications
Python Other UpdatedJan 19, 2019
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