Skip to content
View adrienponcett's full-sized avatar

Block or report adrienponcett

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.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

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

Report abuse

Popular repositories Loading

  1. monte-carlo-european-option-pricing monte-carlo-european-option-pricing Public

    Vectorized Monte Carlo option pricer, validated against Black–Scholes, with confidence intervals and empirical 1/√N convergence rate.

    Python

  2. monte-carlo-asian-option-pricing monte-carlo-asian-option-pricing Public

    Monte Carlo pricer for arithmetic Asian options, with full path simulation and a three-panel convergence study.

    Python

  3. lending-club-credit-decision lending-club-credit-decision Public

    Credit scoring on Lending Club data, from a calibrated default probability to a profit-maximising lending policy. Loan-specific thresholds, out-of-sample profit validation, paired bootstrap: +$14M …

    Jupyter Notebook