Skip to content
View vidalalcala's full-sized avatar
Block or Report

Block or report vidalalcala

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. SABR-calibration SABR-calibration Public

    Calibration of Hagan'a SABR stochastic volatility model using QuantLib

    C++ 7 7

  2. quantlib-lua quantlib-lua Public

    QuantLib wrappers for Lua

    2

  3. pairs-trading pairs-trading Public

    Implementación de la estrategia "pairs trading" en MATLAB

    MATLAB 1 4

  4. sopt-ols sopt-ols Public

    Stochastic optimization using ordinary least squares to approximate the Hessian.

    C++

  5. lecture-notes lecture-notes Public

    Lecture notes on diverse topics

    TeX

  6. source-recovery source-recovery Public

    Recovery from one time measurements of source and constant velocity in the advection diffusion equation.

    Python