leszek's repositories
QuantFinanceBook
Quantitative Finance book
Computational-Finance-Course
Here you will find materials for the course of Computational Finance
PyStochasticVolatility
This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.
Randomization
The RAnD Method for randomizing of Affine Diffusion processes
Daily-Coding-Problems
Programming problems for practice
daily-coding-problem
Solutions to problems sent by dailycodingproblem.com
Language:PythonMIT000
PROJ_Option_Pricing_Matlab
Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Language:MATLABMIT000