Grad student at Utah State University studying economics, quantitative finance, and computer science. Passionate about data-driven solutions and finance.
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Utah Sate University
- Logan, UT
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00:12
(UTC -07:00) - usu.edu
Highlights
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Figlewski_Simulation
Figlewski_Simulation PublicJulia implementation of the Figlewski market simulation model
Julia
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risk-neutral-monte-carlo
risk-neutral-monte-carlo PublicRisk-Neutral Monte Carlo Pricing for Asian and Lookback Options with Variance Reduction Techniques
Jupyter Notebook
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