See my homepage for some info about me.
Some of my projects:
- finmath.net A Java library and spreadsheets with algorithms related to Mathematical Finance (e.g., curve calibration, Monte-Carlo simulation, Bermudan option pricing, American Monte-Carlo, stochastic automatic differentiation).
- Obba A middleware to seamlessly use Java/Scala libraries from spreadsheets. Allows to use any Java library as a spreadsheet add-in from Excel and LibreOffice / OpenOffice.
- Mathematical Finance (a book on some topics in m.f.)
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