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Suhas Ghorpadkar's Projects

curve-building icon curve-building

Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.

data_driven_science_python_demos icon data_driven_science_python_demos

IPython notebooks with demo code intended as a companion to the book "Data-Driven Science and Engineering: Machine Learning, Dynamical Systems, and Control" by J. Nathan Kutz and Steven L. Brunton

deep-learning-drizzle icon deep-learning-drizzle

Drench yourself in Deep Learning, Reinforcement Learning, Machine Learning, Computer Vision, and NLP by learning from these exciting lectures!!

deeplearning.ai-summary icon deeplearning.ai-summary

This repository contains my personal notes and summaries on DeepLearning.ai specialization courses. I've enjoyed every little bit of the course hope you enjoy my notes too.

exchange-core icon exchange-core

Ultra-fast matching engine written in Java based on LMAX Disruptor, Eclipse Collections, Real Logic Agrona, OpenHFT, LZ4 Java, and Adaptive Radix Trees.

ferm-1 icon ferm-1

Coursera Financial Engineering and Risk Management Columbia University

ferm-2 icon ferm-2

Coursera Financial Engineering and Risk Management Columbia University Part II

financiallibrary icon financiallibrary

C++ library to provide financial calculations such as pricing derivatives and building yield curve

finenglech icon finenglech

My C++ code examples for Lech's Financial Engg course on YouTube

finpack icon finpack

Financial instruments valuation library

forwardinitialmargin icon forwardinitialmargin

Implementation of Forward Initial Margin Calculation with ISDA SIMM for MVA. This Project is based on finmath-lib: https://github.com/finmath/finmath-lib and makes use of Adjoint Algorithmic Differentiation (AAD) provided here: https://github.com/finmath/finmath-lib-automaticdifferentiation-extensions

hffix icon hffix

Financial Information Exchange Protocol C++ Library

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