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16 followers · 11 following
  • IIT BHU (Varanasi)

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Achievement: Arctic Code Vault ContributorAchievement: Pull Shark
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  1. FinancialModellingandRiskMAnagement FinancialModellingandRiskMAnagement Public

    This project will tentatively contain the following: pricing derivatives like options, futures, swaps and risk calculation

    Jupyter Notebook 2 1

  2. BlackScholesEngine BlackScholesEngine Public

    BlackScholes pricing engine, written in OO C++ and used to price European vanilla options with Monte Carlo simulation

    C++

  3. HestonModel HestonModel Public

    Using the Heston Model to price path dependent Asian options

    C++

  4. Citi-Campus-Innovation-Challenge Citi-Campus-Innovation-Challenge Public

    For the first installment of CICC hackathon, flagship contest of Citi India, the following problem was set for the national finalists, 5 top teams selected after an online round open to premier eng…

    Jupyter Notebook 6 2

  5. Image-Processing-basics Image-Processing-basics Public

    Certain basic image processing codes for beginners using octave

    MATLAB 1

  6. Image-Denoising-using-Fractal-Calculus Image-Denoising-using-Fractal-Calculus Public

    Speckle Noise is an important part of many, especially eco-cardigraphic images. In this code I have implemented a research paper which uses fractional calculus for mitigating speckle image.

    MATLAB 4 1