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Projects in Awesome Lists by DaniilVorontsov

A curated list of projects in awesome lists by DaniilVorontsov .

https://github.com/daniilvorontsov/chinesestocks

Analysis of augmented Chinese Stock Data. Training sample: 2011-2021. Test and final: 2021-2022 and first half of the 2022 correspondingly

Last synced: 22 Nov 2024

https://github.com/daniilvorontsov/cmf_projects

Projects that completed at CMF educational programme

Last synced: 22 Nov 2024

https://github.com/daniilvorontsov/fourier-option-pricing

MSc thesis project concerned with option pricing for Levy Jump models. Package includes pricing implementations for European Call and Put options for Carr-Madan, COS and Fourier Time Stepping.

carr-madan cuda fourier-transform monte-carlo option-pricing

Last synced: 14 Nov 2024