Beast code in Giters

Ondrej Martinsky's repositories

This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com

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Implementation of 5-factor Fama French Model

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Implementation of the famous Black-Litterman model in Jupyter notebook

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PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python

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Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise features.

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Demo project to illustrate principles and benefits of automatic differentiation in quantitative finance

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Heath–Jarrow–Morton model

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JavaANPR - Automatic Number Plate Recognition System for Java

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The QuantLib C++ library

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