Jack Jacquier (@JackJacquier)
github

JackJacquier

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  • Stars
    star
    134
  • Global Rank 167,484 (Top 6 %)
  • Followers 123
  • Registered over 9 years ago
  • Most used languages
    Jupyter Notebook
         100.0 %
  • Location 🇬🇧 United Kingdom
  • Country Total Rank 7,404
  • Country Ranking
    Jupyter Notebook
         180

Top repositories

1

python-for-finance

Python for Finance module for Imperial MSc in Mathematics and Finance
Jupyter Notebook
72
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2

SSVI

Surface SVI parameterisation and corresponding local volatility
Jupyter Notebook
28
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3

SABR-Implied-Volatility

SABR Implied volatility asymptotics
Jupyter Notebook
16
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4

Heston-normal-and-rough

European and Forward-start option pricing and implied volatility in the Heston and rough Heston model
Jupyter Notebook
13
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5

QuantumComputing

Quantum Computing for Finance
Jupyter Notebook
7
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6

StatsForFinance

Statistical Methods in Finance
Jupyter Notebook
5
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7

OptionPriceAsymptotics

Diverse asymptotics for option prices and implied volatilities
Jupyter Notebook
2
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8

StatsForFinance-

1
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9

Statistics-for-Finance

Statistical methods used in Quantitative Finance
Jupyter Notebook
1
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