Daniel Stahl (@danielhstahl)
github

danielhstahl

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Top repositories

1

black_scholes_rust

Rust for black scholes
Rust
19
star
2

fang_oost_option_rust

Option pricing using fang oosterlee algorithm
Rust
15
star
3

argo-sparkoperator

example of using spark operator in argo
Scala
8
star
4

FFTOptionPricing

Option pricing using FFT
C++
6
star
5

fang_oost_rust

Fang Oosterlee in Rust
Rust
5
star
6

onkyo-yatse-plugin

yatse plugin for onkyo/integra receivers
Java
5
star
7

binomial_tree_rust

Binomial Tree Option Calculator in Rust
Rust
4
star
8

DEPRICATED-option_price_faas

Functions as a service for option pricing using rust
Rust
4
star
9

carr_madan_rust

Carr madan in rust
Rust
3
star
10

FangOost

Improved and more generic version of Fang and Oosterlee's algorithm
C++
3
star
11

avprocessor

Rust
2
star
12

cf_functions_rust

Characteristic functions for rust
Rust
2
star
13

PaperMarketRisk

Paper describing some market risk techniques
TeX
2
star
14

HullWhite

Hull White applications for fixed income
C++
2
star
15

monet

TypeScript
2
star
16

cfdistutilities

Provides some utilities for computing VaR, ES, and EL given a CF
C++
2
star
17

fang_oost_cal_charts

Calibration and documentation for Fang-oost calibration
Rust
2
star
18

GaussNewton

A basic implementation of Gauss-Newton's optimization algorithm.
C++
2
star
19

creditRisk

C++
2
star
20

ops_faas

Rust app to demonstrate ops risk model in AWS Lambda
Rust
1
star
21

DEPRICATED--personalSite-Ember

A revamp of my site using Material Design and Ember
JavaScript
1
star
22

forward-kolmogorov

derivation of forward kolmogorov equation
TeX
1
star
23

BinomialTree

C++ implementation of my recombining tree calculator.
C++
1
star
24

react-material-jsonschema

Example app with react, material-ui, and json schema.
JavaScript
1
star
25

RungeKutta

Numerical solution for initial value ODE's
C++
1
star
26

-DEPRICATED-option_dashboard

JavaScript
1
star
27

-DEPRICATED-lending_platform

JavaScript
1
star
28

nelder_mead

neldor mead algorithm from https://www.codeguru.com/cpp/article.php/c17505/Simplex-Optimization-Algorithm-and-Implemetation-in-C-Programming.htm
C++
1
star
29

TupleUtilities

Some helper functions for tuples
C++
1
star
30

hull_white_rust

Hull White functions for rust
Rust
1
star
31

xmc-1-rest-api

TypeScript
1
star
32

market_faas

AWS Lambda functions for market risk
Rust
1
star
33

DuneClient

Java
1
star
34

transaction-graph-template

JavaScript
1
star
35

cf_dist_utils_rust

Utilities for distributions with analytical characteristic functions
Rust
1
star
36

quandl

Meteor package for quandl
JavaScript
1
star
37

CharacteristicFunctions

Namespace of various Characteristic Functions
C++
1
star
38

loan_ec

Rust library for handling loan risk contributions and economic capital
Rust
1
star
39

cuckoo_rust

Cuckoo optimization in rust
Rust
1
star
40

InverseTau

Implementation of the hitting time distribution
C++
1
star
41

FunctionalUtilities

c++ functional utilities
C++
1
star
42

getsshpubkey

Jupyter extension
Python
1
star
43

Vasicek

Basic Multidimensional Vasicek
C++
1
star
44

credit_faas

Rust app for AWS to exemplify credit EC
Rust
1
star
45

marketRisk

Market Risk applications for fixed income
C++
1
star
46

xmc-voice-controller

JavaScript
1
star
47

is_smote_effective

Basic simulation to see if SMOTE is effective under ideal situations
Python
1
star
48

MonteCarlo

Monte Carlo Engine
C++
1
star
49

step-in-line

Library to convert annotations of python functions into amazon states language for Step Functions
Python
1
star
50

resume

My resume
TeX
1
star
51

ModelFaaSDemo

Demo for modeling with easy validation
C++
1
star
52

lnd_app

App for full node lightning networks
JavaScript
1
star
53

jupyterlite-snowflake

Jupyter Notebook
1
star