Skip to content
View BallesJr's full-sized avatar
🎯
Focusing
🎯
Focusing
3 followers · 6 following

Block or report BallesJr

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.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. 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. lookback-option-pricing lookback-option-pricing Public

    Monte Carlo and analytical pricing engine for floating strike lookback puts, based on my Undergraduate Thesis.

    Python

  2. portfolio-risk-simulator portfolio-risk-simulator Public

    Python tool for portfolio risk analysis using Monte Carlo simulations. Calculates Sharpe ratio, confidence intervals, and maximum drawdown.

    Python

  3. btc-lookback-option btc-lookback-option Public

    BTC equity curve analysis with drawdown tracking and Monte Carlo lookback option pricing using real market data.

    Python

  4. heston-option-pricing heston-option-pricing Public

    Monte Carlo and analytical pricing engine for European options under the Heston stochastic volatility model.

    Python