Skip to content
View jkirkby3's full-sized avatar
  • Voya Investment Management (former ICE/NYSE)
  • Atlanta, GA

Block or report jkirkby3

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Popular repositories Loading

  1. PROJ_Option_Pricing_Matlab PROJ_Option_Pricing_Matlab Public

    Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

    MATLAB 176 67

  2. fypy fypy Public

    Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of finan…

    Python 83 22

  3. pymle pymle Public

    Maximum Likelihood estimation and Simulation for Stochastic Differential Equations (Diffusions)

    Python 44 13

  4. BsplineDensity BsplineDensity Public

    B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.

    MATLAB 14 3