├── .DS_Store ├── .gitignore ├── .ipynb_checkpoints ├── MonteCarloPricing-Swaption-Part_II-checkpoint.ipynb └── MonteCarloPricing-Swaption-checkpoint.ipynb ├── BarriersTensorFlow.ipynb ├── BermudanTensorFlow.ipynb ├── Binomal.xlsx ├── Blog_DS_1.ipynb ├── CVA_calculation_I.ipynb ├── ExpectedExposureSimulation.ipynb ├── First_example.ipynb ├── Introduction_Pricing_German.ipynb ├── LICENSE ├── LogisticRegression_Part1.ipynb ├── MonteCarloPricing-Swaption-Part_II.ipynb ├── MonteCarloPricing-Swaption-Part_III.ipynb ├── MonteCarloPricing-Swaption.ipynb ├── PricingPyTorch ├── .DS_Store ├── BarrierOptionGPU.ipynb └── PlainVanillaAndBarriersCPU.ipynb ├── README.md └── StochProcess..Basics.slides.html /.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/.DS_Store -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/.gitignore -------------------------------------------------------------------------------- /.ipynb_checkpoints/MonteCarloPricing-Swaption-Part_II-checkpoint.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/.ipynb_checkpoints/MonteCarloPricing-Swaption-Part_II-checkpoint.ipynb -------------------------------------------------------------------------------- /.ipynb_checkpoints/MonteCarloPricing-Swaption-checkpoint.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/.ipynb_checkpoints/MonteCarloPricing-Swaption-checkpoint.ipynb -------------------------------------------------------------------------------- /BarriersTensorFlow.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/BarriersTensorFlow.ipynb -------------------------------------------------------------------------------- /BermudanTensorFlow.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/BermudanTensorFlow.ipynb -------------------------------------------------------------------------------- /Binomal.xlsx: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/Binomal.xlsx -------------------------------------------------------------------------------- /Blog_DS_1.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/Blog_DS_1.ipynb -------------------------------------------------------------------------------- /CVA_calculation_I.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/CVA_calculation_I.ipynb -------------------------------------------------------------------------------- /ExpectedExposureSimulation.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/ExpectedExposureSimulation.ipynb -------------------------------------------------------------------------------- /First_example.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/First_example.ipynb -------------------------------------------------------------------------------- /Introduction_Pricing_German.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/Introduction_Pricing_German.ipynb -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/LICENSE -------------------------------------------------------------------------------- /LogisticRegression_Part1.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/LogisticRegression_Part1.ipynb -------------------------------------------------------------------------------- /MonteCarloPricing-Swaption-Part_II.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/MonteCarloPricing-Swaption-Part_II.ipynb -------------------------------------------------------------------------------- /MonteCarloPricing-Swaption-Part_III.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/MonteCarloPricing-Swaption-Part_III.ipynb -------------------------------------------------------------------------------- /MonteCarloPricing-Swaption.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/MonteCarloPricing-Swaption.ipynb -------------------------------------------------------------------------------- /PricingPyTorch/.DS_Store: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/PricingPyTorch/.DS_Store -------------------------------------------------------------------------------- /PricingPyTorch/BarrierOptionGPU.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/PricingPyTorch/BarrierOptionGPU.ipynb -------------------------------------------------------------------------------- /PricingPyTorch/PlainVanillaAndBarriersCPU.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/PricingPyTorch/PlainVanillaAndBarriersCPU.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/README.md -------------------------------------------------------------------------------- /StochProcess..Basics.slides.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/mgroncki/IPythonScripts/HEAD/StochProcess..Basics.slides.html --------------------------------------------------------------------------------