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Popular repositories

  1. optools

    option pricing toolbox

    Python 1

  2. foolbox

    financial toolbox

    Python 1

  3. julia-tutorial

    a little something about julia (with focus on applications in finance)

    Jupyter Notebook

  4. datadough

    research database architecture for academic finance and other timeseries-heavy disciplines


  5. textables

    generation of tex tables from pandas dataframes


  6. paper_vrp_mini

    Select code snippets from my paper on FX variance risk premium


117 contributions in the last year

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Contribution activity

February 2019

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