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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