@ryanmccrickerd
github

ryanmccrickerd

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  • Stars
    star
    116
  • Global Rank 186,641 (Top 7 %)
  • Followers 17
  • Registered almost 12 years ago
  • Most used languages
    Jupyter Notebook
         100.0 %

Top repositories

1

rough_bergomi

A Python implementation of the rough Bergomi model.
Jupyter Notebook
107
star
2

frh-fx

A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.
Jupyter Notebook
9
star