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  1. QuantFinanceBook QuantFinanceBook Public

    Quantitative Finance book

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  2. Computational-Finance-Course Computational-Finance-Course Public

    Here you will find materials for the course of Computational Finance

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  4. PyStochasticVolatility PyStochasticVolatility Public

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    This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for computing option price under SV.

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  5. Randomization Randomization Public

    The RAnD Method for randomizing of Affine Diffusion processes

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