Justin Lars Kirkby (@jkirkby3)
github

jkirkby3

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  • Stars
    star
    174
  • Global Rank 137,331 (Top 5 %)
  • Followers 44
  • Following 13
  • Registered about 7 years ago
  • Most used languages
    MATLAB
         50.0 %
    Python
         50.0 %
  • Location πŸ‡ΊπŸ‡Έ United States
  • Country Total Rank 30,942
  • Country Ranking
    MATLAB
         150
    Python
         8,579

Top repositories

1

PROJ_Option_Pricing_Matlab

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
MATLAB
103
star
2

fypy

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Python
76
star
3

pymle

Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)
Python
28
star
4

BsplineDensity

B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.
MATLAB
11
star