pyBlackScholesAnalytics

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

IT-For-Business-And-Finance-2019-20

Course material for the "IT For Business and Finance" 2019/20 course at University of Siena

FX_Derivatives_Trader_School_Practicals_Python

Practicals of Giles Jewitt's "FX Derivatives Trader School" implemented in Python

Learn_Cpp_VS2019_Cpp17

Code from C++ tutorial at LearnCpp.com using Visual Studio 2019 and C++17 standard

Joshi_Cpp

Material from the book of Mark Joshi: "Design Patterns and Derivatives Pricing" (2nd edition), updated to C++17 and adapted to my own coding style.