ithakis

Heston-Model-Quadratic-Exponential-QE-

Fast and accurate Python implementation of the Quadratic-Exponential method for simulating the Heston model.

ML4QS

Code belonging to the book machine learning for the quantified self.

CS_Assignment

Minimalistic homework for the "Efficient toolbox of the Computational Scientist" lecture.

Pricing-Options-with-Black-Scholes

Stochastic-Calculus-European-and-American-put-option-pricing

Option-Replicating-Portfolio-with-Neural-Networks

CVA-with-CDS-data

This is the accompanying Code and Data files to my post at Medium.com "Credit Valuation Adjustment for Interest Rate Swaps with CDS Data"

UvA-Computational-Finance

UvA-Stochastic-Calculus-Finance

UvA-Information-Theory

Stochastic-Simulation-Assignment-3

ithakis

Config files for my GitHub profile.

LSDE

Large Scale Data Engineering