FinancialEngineerLab / alillevangbech-cpp-xlsx

Projects I've been working on throughout my time at Copenhagen University

Github of Alexander Lillevang Bech

This github repo represents a small number of projects I've been working on throughout my time at the University of Copenhagen.

Mainly, the projects include

1. Machine Learning (ML folder)
2. Computational Finance (CompFin folder)
3. My masters thesis code representing SABR. (SABR_Representation folder)

Besides that, theres some toycode from my Applied Programming course.

Almost all of the projects was meant as one-off projects, meaning that very little thought was given to reusability.