IgnacioAnguita
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QuantLib Public
Forked from lballabio/QuantLibThe QuantLib C++ library
C++ Other UpdatedFeb 10, 2023 -
QuantLib-SWIG Public
Forked from lballabio/QuantLib-SWIGQuantLib wrappers to other languages
SWIG Other UpdatedAug 31, 2022 -
CreditPricingEngine Public
Credit Pricing Engine Based on Gaussian CopulaModel with different products (ZC Corporate bond, NtoDefault Swaps...)
C++ UpdatedApr 29, 2022 -
C++ Solutions for the computer projects on Mark Joshi's Concepts & Practice of Mathematical Finanace.
C++ UpdatedJun 24, 2021 -
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A rewritten version of C++ Design Patterns and Derivatives Pricing coded in Python
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scikit-learn Public
Forked from scikit-learn/scikit-learnscikit-learn: machine learning in Python
Python Other UpdatedApr 10, 2019 -
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Horse-shoe-method Public
A Matlab simulation model for finitie wings using the Horse Shoe method.
MATLAB UpdatedFeb 4, 2018 -
Vortex-Method Public
A Matlab simulation model for modelling 2 dimensional airfoils.
MATLAB UpdatedFeb 4, 2018 -
A fast programm to calculate the value of a call option.
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PID_controller_for_arduino Public
This is just a project for controlling a robot arm with arduino.
C++ UpdatedFeb 4, 2018 -
Benjamin-Graham-Quant Public
An attempt to quantify the Benjamin Graham Criteria for defensive investors, to look over a big number of companies and see fast which satisfy the criteria.
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This is just a framework of different Portfolio Construction Models.
Python UpdatedFeb 4, 2018