Matty L's repositories
fdm_vanilla_option
Finite definite method on vanilla option
mc_method_in_finance_jaeckel
Code from the textbook Monte Carlo Methods in Finance by Peter Jäckel
MLArray
C++ library for memory-dynamic allocated array
Language:C++000
monte_carlo_engine
Monte Carlo Methods
option_pricing
Vanilla option pricing based on books from Glasserman, Shrieve and Joshi
Personal-Math-Diary
latex code for math stuffs
trees
trees!
Language:C++000