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  1. quantlib-python-playground quantlib-python-playground Public

    Collecting good quantlib-python and quantlib example/tutorial code from around the internet. I try to update and categorise them. Always citing the original source and mark my modifications.

    Jupyter Notebook 2

  2. loanmc loanmc Public

    A Monte Carlo simulation for non fixed interest loans

    Python

  3. sandbox sandbox Public

    All my code that does not deserve a separate repository (yet) or just experiments

    Python

  4. mcpassage mcpassage Public

    The first passage time distribution for Brownian Motion

    Jupyter Notebook

  5. gatheral gatheral Public

    Jupyter Notebook

  6. option_lp option_lp Public

    A project about option pricing by linear programming

    Python