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  1. DiffFusion.jl DiffFusion.jl Public

    Forked from frame-consulting/DiffFusion.jl

    High performance hybrid Monte Carlo simulation

    Julia 1

  2. MultivariateChebyshev.jl MultivariateChebyshev.jl Public

    Interpolation of functions using Chebyshev polynomials

    Julia 2

  3. MachineLearning MachineLearning Public

    Machine learning examples

    Jupyter Notebook

  4. InterestRateModelling_examples InterestRateModelling_examples Public

    Example for Interest Rate Modelling Lecture

    Python 11 6

  5. MathematicalFinance_examples MathematicalFinance_examples Public

    Examples for Mathematical Finance Lecture

    Jupyter Notebook 5 1

  6. QuantLibPython QuantLibPython Public

    Example Python scripts for interest rate modelling and QuantLib usage

    Python 19 14