sschlenkrich Goto Github PK
Name: Sebastian Schlenkrich
Type: User
Bio: Senior quant developer and risk management professional with more than 15 years experience in various roles in the financial industry.
Name: Sebastian Schlenkrich
Type: User
Bio: Senior quant developer and risk management professional with more than 15 years experience in various roles in the financial industry.
High performance hybrid Monte Carlo simulation
Example notebooks with DiffFusion.jl
A collection of Docker files to build images for various purposes
A parser for expressions and assignments based on Flex and Bison
Monte Carlo simulation for financial instruments.
Example for Interest Rate Modelling Lecture
An open source multi-tenant risk system based on json_risk
This action runs the tests in a Julia package.
Machine learning examples
Code and data for yield curve and FX market data analysis
Examples for Mathematical Finance Lecture
Interpolation of functions using Chebyshev polynomials
The QuantLib C++ library
The QuantLib C++ library and extensions
QuantLib wrappers to other languages
Example Python scripts for interest rate modelling and QuantLib usage
Some pre-build QuantLib Excel addins for convenience
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.