James Ma's repositories
Options-Modelling
Root-finding algos, Black-Scholes and trees with Python
Quantopian.com-Pairs-Trader
A simple pairs trader built with Python on Quantopian.com platform
Compound-Exchange-Option-of-a-Power-Plant
Evaluating a compound exchange option on a power plant investment opportunity in Matlab
RGM-Advisors-Order-Book
In response to the C++ problem posted at: http://rgmadvisors.com/problems/orderbook/