Beast code in Giters

piterbarg's repositories

altnnpub

Public code for our paper https://ssrn.com/abstract=3958331

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aift

Code for Automatic Implicit Function Theorem

Language:Jupyter NotebookMIT500

FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Language:Jupyter NotebookGPL-3.0200

InternshipCryptoApp

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qifparse

Language:Python000

tensorly

TensorLy: Tensor Learning in Python.

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todos

Everything is here

Language:Python000