Francisco Pereira (@FranciscoPereira9)
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FranciscoPereira9

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  • Stars
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  • Global Rank 1,854,108 (Top 64 %)
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  • Registered about 6 years ago
  • Most used languages
    Python
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  • Location 🇳🇱 Netherlands
  • Country Total Rank 6,817
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Top repositories

1

monte-carlo-option-pricing

Option pricing with Monte Carlo. Delta hedging with Bump and Revalue, Pathwise and Likelihood Ratio methods. Variance reduction techniques in Asian options.
Python
3
star