ExSan's starred repositories
quantitative_derivatives_models
Quantitative Derivatives Models
Monte-Carlo-European-Option-Pricing
The following program takes user inputted variables to calculate the fair price of a European call and put option following Monte Carlo and Euler discretization methodologies. It does so with and without time varying volatility (Heston model).
cpp-resources
C++ Learning Resources
awesome-leetcode-resources
Awesome LeetCode resources to learn Data Structures and Algorithms and prepare for Coding Interviews.
Modern-Cpp-Programming-Cookbook-Third-Edition
Modern C++ Programming Cookbook, Third Edition, Published by PACKT
Jacobian-calculator
An interactive Python tool for Jupyter/Colab that computes and visualizes Jacobian matrices with heatmaps, leveraging NumPy and Matplotlib for dynamic insights into multivariable systems.
GoogleBench-Demo
CMake project starter code to use the Google Benchmark library
Modern-CPP-Programming
Modern C++ Programming Course (C++03/11/14/17/20/23/26)
C-Plus-Plus-Baruch-certificate
My solutions for the “C++ Programming for Financial Engineering” Online Certificate. It is a joint project by the Baruch MFE program, Dr. Daniel Duffy and QuantNet.
gnuplot-iostream
C++ interface to gnuplot
websocketpp
C++ websocket client/server library
Hands-On-High-performance-with-QT
Hands-On-High-performance-with-QT, published by Packt
Building-Low-Latency-Applications-with-CPP
Building Low Latency Applications with CPP by Packt Publishing
modern_cpp_tutorials
Tutorials in modern c++
Riskfolio-Lib
Portfolio Optimization and Quantitative Strategic Asset Allocation in Python
From-0-to-Research-Scientist-resources-guide
Detailed and tailored guide for undergraduate students or anybody want to dig deep into the field of AI with solid foundation.
the-algorithm
Source code for Twitter's Recommendation Algorithm