Wes Devauld wdevauld
- ib-ruby 7 Ruby interface to Interactive Brokers' TWS API
- covered-call 4 A script that will check current prices on finance.yahoo.com and calculate Covered Call returns
- heston-opencl-monte-carlo 3 OpenCL application to price European Options under Heston's Stochastic Volatility Model using Monte Carlo simulation
- colour 2 A collection of common colours, and algorithms based on colour theory to generate more colours.
- fractional_brownian_motion_monte_carlo_pricing 1 A program to simulate asset paths using various models encorporating fractional brownian motion. Will give expected price, as well as some derrivative pricing.
Contributions in the last year 0 total Oct 8, 2014 – Oct 8, 2015
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