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SarcasticMatrix/README.md

Hi there 👋

  • 🔭 I’m currently working on a option pricer python package
  • 🌱 I’m currently learning Quantitative Finance at Université Paris Dauphine-PSL
  • 👯 I’m looking for a last year-internship for a Quant position in energy trading or investment banking

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  1. hestonModel hestonModel Public

    Heston model for option pricing and portfolio management using Monte Carlo simulations, the Carr-Madan method, and Fourier transforms

    Python

  2. Stochastic-Volatility-with-particle-filtering Stochastic-Volatility-with-particle-filtering Public

    Python 2 1

  3. system-perspective system-perspective Public

    Jupyter Notebook 1

  4. price-taker-perspective price-taker-perspective Public

    Python

  5. wind-power-forecasting wind-power-forecasting Public

    Python

  6. fisheries-management-system fisheries-management-system Public

    R 1