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Achievements

Achievement: Pull Sharkx2

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Achievement: Pull Sharkx2

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yfnaji/README.md

Yasser Naji's Github

Hello and welcome to my Github!

My LinkedIn

Open-Source Contributions:

RustQuant

  • Pull request: Longstaff-Schwartz method for pricing American options
  • Pull request: Centralisation of the Monte-Carlo engine + add additional stochastic numerical schemes
  • Pull request: Finite difference method for the Black-Scholes equation
  • Pull request: Improvement of the finite difference method using variable transformations
  • Pull request: Implement B-Spline interpolation

Personal Projects:

  • blackdash.io: Interactive web app for evaluating and analysing Options
  • gerk: Python package to create and use customised forms of the Runge-Kutta method

Popular repositories Loading

  1. blackdash blackdash Public

    An interactive dashboard for options analyses

    Python 2 1

  2. yfnaji yfnaji Public

    Config files for my GitHub profile.

  3. gerk gerk Public

    A Generalized Explicit Runge-Kutta implementation in Python

    Python

  4. RustQuant RustQuant Public

    Forked from avhz/RustQuant

    Rust library for quantitative finance.

    Rust