yfnaji/README.md

Yesser Naji's Github

Open-Source Contributions:

RustQuant

Pull request: Longstaff-Schwartz method for pricing American options
Pull request: Centralisation of the Monte-Carlo engine + add additional stochastic numerical schemes
Pull request: Finite difference method for the Black-Scholes equation
Pull request: Improvement of the finite difference method using variable transformations
Pull request: Machine learning - Ridge Regression
Pull request: Machine learning - Lasso
Pull request: Implement B-Spline interpolation
Pull request: Implement Cubic-Spline interpolation
Pull request: Implement Lagrange Polynomial interpolation

Personal Projects:

blackdash.io: Interactive web app for evaluating and analysing Options
gerk: Python package to create and use customised forms of the Runge-Kutta method

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An interactive dashboard for options analyses

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Config files for my GitHub profile.
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A Generalized Explicit Runge-Kutta implementation in Python

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Rust library for quantitative finance.

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