Ondrej Martinsky omartinsky

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1. This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com

   Jupyter Notebook 133 126

2. PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python

   Jupyter Notebook 42 18

3. Demo project to illustrate principles and benefits of automatic differentiation in quantitative finance

   C++ 8 6

4. Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise features.

   Jupyter Notebook 24 6

5. Implementation of 5-factor Fama French Model

   Jupyter Notebook 142 46