daleroberts/debt_website
Public repository.
Developer Profile
daleroberts
Discovered public repositories for daleroberts in the GitHub catalog.
daleroberts/daleroberts.github.io
Personal site.
daleroberts/pbs-examples
PBS script examples
daleroberts/math-finance-cheat-sheet
Mathematical finance cheat sheet.
daleroberts/luigi-examples
Some luigi examples
daleroberts/luigi
Luigi is a Python module that helps you build complex pipelines of batch jobs. It handles dependency resolution, workflow management, visualization etc. It also comes with Hadoop support built in.
daleroberts/vim-snippets
vim-snipmate default snippets (Previously snipmate-snippets)
daleroberts/vgfd
Finite difference solver for the 'Variance Gamma' partial-integro differential equation (PIDE)
daleroberts/ruin-tstable
Finite-time ruin problem for tempered stable processes
daleroberts/inteq-laplace
Boundary integral equation solver for 2D Laplace equation
daleroberts/poisson
Solve Poisson equation on arbitrary 2D domain using the finite element method.
daleroberts/heston-qmc
Exact simulation and Quasi Monte Carlo for the Heston stochastic volatility model
daleroberts/binomial
Binomial models
daleroberts/volmodels
Stochastic volatility models
daleroberts/heston
Implementations of the Heston stochastic volatility model
daleroberts/black-scholes
Black Scholes formula and greeks
daleroberts/heat
Example solvers for the heat equation
daleroberts/py-dwt
A simple ctypes wrapper around the GSL wavelet functions.
daleroberts/pypar
Efficient and scalable parallelism using the message passing interface (MPI) to handle big data and highly computational problems.
daleroberts/dotfiles
Public repository.
daleroberts/cvxopt
CVXOPT -- Python Software for Convex Optimization