Andrew Tulloch
Results
16
repositories owned by
Andrew Tulloch
IntensityCreditModels
21
Stars
30
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Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.
LaTeX2Markdown
39
Stars
10
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An AMS-LaTeX compatible converter that maps a subset of LaTeX to Markdown/MathJaX.
quantcup-orderbook
132
Stars
61
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Fast C++ adaptation of the QuantCup (http://www.quantcup.org/) limit order book.