Edoardo Berton's repositories
heston_nandi_garch
Script to fit the Heston-Nandi GARCH(1,1) model. Includes MLE of parameters, future path simulation, Monte Carlo simulation for option price and computations of pdf and cdf.
CPP-Programming-for-Financial-Engineering
QuantNet course on C++ programming
Language:C++000
Papers
Quant Research Papers
Language:Python000
project_repo
Repository for small projects, bits of code and few-line tools
Language:Jupyter Notebook000
vasicek_assignment
Repo for extended vasicek assignment