suhasghorp Goto Github PK
Name: Suhas Ghorpadkar
Type: User
Bio: Quant Finance, Big Data, Machine Learning, Rust Enthusiast
Location: New York
Name: Suhas Ghorpadkar
Type: User
Bio: Quant Finance, Big Data, Machine Learning, Rust Enthusiast
Location: New York
My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".
Quantitative Interview Preparation Guide, updated version here ==>
Quantitative Finance book
An Interview Primer for Quantitative Finance
QuantLearn repo
The QuantLib C++ library
QuantLib Python programs
Dockerfile files for QuantLib and Graal VM JVM
QuantLib Graal VM
My AWS Lambda based QuantLib swap exposures code repo
QuantLib powered microservices
Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publication/235622441_Managing_Smile_Risk
Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions
A simple shell in C
Operating Systems: Project 01- Simple shell
SOFR curve bootstrapping
Repo for PFE estimation using AWS EMR
Notes on stochastic calculus, optimal control, modern portfolio theory and derivatives pricing
Interest Rate Swaps – Theory, Pricing and Practice
this is a small version of our bash shell....
Udacity C++ nanodegree program chapter quizes
Prices an FX option and creates a volatility surface.
Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.