Popular repositories Loading

1. black-scholes-model black-scholes-model Public

   Derivation and implementation of the Black-Scholes model using Stochastic Calculus and PDEs.

   Python

2. matrix-optimization-hpc matrix-optimization-hpc Public

   High-Performance C++ Matrix Multiplication using OpenMP & Cache Blocking. Achieved 60 GFlops/s.

3. Analyse-Marche-Steam Analyse-Marche-Steam Public

   Analyse statistique et Machine Learning du marché Steam pour modéliser les déterminants du succès commercial

   Jupyter Notebook

4. barrier-options-pricing barrier-options-pricing Public

   Extension of the Black-Scholes framework to path-dependent derivatives (Barrier Options) using stochastic calculus, the reflection principle, and PDE replication.