Parsiad Azimzadeh


Project Description
A minimalistic wrapper around NumPy which adds support for automatic differentiation.
A fast C++ routine for linear interpolation in arbitrary dimensions (i.e., multilinear interpolation).
A high-performance, open-source, header-only C++(>=11) library for pricing derivatives. More generally, QuantPDE can also be used to solve Hamilton-Jacobi-Bellman (HJB) equations and quasi-variational inequalities (HJBQVI).
A Python package providing fast and accurate routines to compute various quantities in the Engset model.
A python-tabulate wrapper for producing tables from generators.