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jpcaesar2020's Projects

apexcalculusv5 icon apexcalculusv5

Tracks the current state of APEX Calculus. For the stable version that matches the latest print version, visit the repo APEXCalculusV4.

book-template icon book-template

A nice book template using LaTeX and the memoir document class

covid19za icon covid19za

COVID 19 Data and Dashboard for South Africa

dsbook icon dsbook

Repository for data science book

example-rmd-templates icon example-rmd-templates

📄 A selection of minimal examples used to highlight R Markdown templates, as referred to in the "R Markdown Definitive Guide"

finite-difference-methods icon finite-difference-methods

This repository contains codes for solving partial differential equations using Finite Difference Methods in MATLAB.

heston icon heston

Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.

heston-stochastic-volatility-model icon heston-stochastic-volatility-model

A MATLAB implementation of the Heston Stochastic Volatility Model. The model is used to price options using Monte Carlo and numerical methods to integrate the characteristic function.

markdown-cv icon markdown-cv

a simple template to write your CV in a readable markdown file and use CSS to publish/print it.

mdp-dp-rl icon mdp-dp-rl

Markov Decision Processes, Dynamic Programming and Reinforcement Learning

outperformanceandtracking icon outperformanceandtracking

MATLAB code to produce results and figures in the paper "Outperformance and Tracking" (https://arxiv.org/abs/1803.05819)

phd-thesis icon phd-thesis

Multi-scale multiphase modelling of granular flows - Krishna Kumar, PhD Thesis, University of Cambridge (January, 2015)

phd-thesis-template icon phd-thesis-template

A LaTeX / XeLaTeX / LuaLaTeX PhD thesis template for Cambridge University Engineering Department (CUED)

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