Skip to content
View AngeValli's full-sized avatar

Block or report AngeValli

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 250 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. Simulation_Heston_Stochastic_Volatility_Model Simulation_Heston_Stochastic_Volatility_Model Public

    Simulation of the Heston Stochastic Volatility Model

    C++ 2

  2. Automated_negotiation Automated_negotiation Public

    Automated negotiation between autonomous agents

    Python 2

  3. SABR_model_pricing SABR_model_pricing Public

    Derivation of SABR model implied volatilities and comparison of the model with Monte-Carlo Simulation for European options pricing

    Jupyter Notebook 2

  4. Discretisation-of-Stochastic-Differential-Equation Discretisation-of-Stochastic-Differential-Equation Public

    Main code in C++ and graphs in Pylab

    C++ 1

  5. Credit_Risk_Sensitivity_to_Carbon_Price Credit_Risk_Sensitivity_to_Carbon_Price Public

    Computation of probability of default with jumps to simulate climate disaster events

    Jupyter Notebook 1

  6. ResNet18_on_MNIST_Ange_Valli ResNet18_on_MNIST_Ange_Valli Public

    Jupyter Notebook