Avatar for NL from gravatar.com

NL

Username    nl2992
Date joined   Joined

2 projects

fourier-option-pricer

Last released

Fourier option pricing (COS, Carr-Madan FFT, FRFT, Hilbert, PROJ) for 22 characteristic-function models, with exotics, Greeks, and calibration.

math5320-portfolio-risk-system

Last released

Portfolio risk engine for stocks and European options with VaR, ES, and backtesting.
Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page