M.Sc. Mathematics student from Berlin
- Berlin
Highlights
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Monte-Carlo-option-pricing
Monte-Carlo-option-pricing PublicEuropean option pricer using Monte Carlo simulation. Rust accelerated GBM paths, Black-Scholes validation, Delta & Gamma via finite differences.
Jupyter Notebook
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antimeridian-check
antimeridian-check PublicAPI to detect if a satellite pass crosses the antimeridian
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KrylovMethods
KrylovMethods PublicA small collection of basic Krylov subspace methods to solve large (sparse) linear systems.
Julia
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