Jack Jacquier's repositories
python-for-finance
Python for Finance module for Imperial MSc in Mathematics and Finance
SABR-Implied-Volatility
SABR Implied volatility asymptotics
Heston-normal-and-rough
European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
StatsForFinance
Statistical Methods in Finance
QuantumComputing
Quantum Computing for Finance
Statistics-for-Finance
Statistical methods used in Quantitative Finance
OptionPriceAsymptotics
Diverse asymptotics for option prices and implied volatilities