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tastyhedge.com – Blog about Programming & Quantitative Finance
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tastyhedge – C++ code for tastyhedge.com blog
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kwinto-cuda – GPU-accelerated Finite-Difference Pricer in CUDA
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fuchsia (cited by 200+) – Python library for solving differential equations in particle physics
Published in Comput. Phys. Commun. Vol 219, 2017, p.329 (preprint: arXiv:1701.04269).
Quantitative Analyst, PhD in Physics
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Danske Bank
- Kraków, Poland
- in/gituliar
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