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Title: Commits · FinancialEngineerLab/IPythonScripts · GitHub

Open Graph Title: Commits · FinancialEngineerLab/IPythonScripts

X Title: Commits · FinancialEngineerLab/IPythonScripts

Description: Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning - Commits · FinancialEngineerLab/IPythonScripts

Open Graph Description: Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning - Commits · FinancialEngineerLab/IPythonScripts

X Description: Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning - Commits · FinancialEngineerLab/IPythonScripts

Opengraph URL: https://github.com/FinancialEngineerLab/IPythonScripts

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Monte carlo pricing n adjoint greeks on gpus	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/9b8d724d669bc1bb369d34d611b4e6607e104c69
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Pricing Exotics with TensorFlow	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/0e2bd635379b0480c16817bc072374ba8b6b1407
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Updated Version of LR_part1	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/2d6eb2afd8140d08422a1aea05ae98ea011ce51e
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New Blog entry about Logistic Regression	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/e4c98431524a87e9417181c889eb785e050a9563
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Some small fixes in notation and code clean up	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/6485d161835ae02d5e66f786a987587bbcce3cbf
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mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
0ceae84	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/0ceae846faea7624862a44a1bedc38e21aa3b679
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/0ceae846faea7624862a44a1bedc38e21aa3b679
Add Copyright and disclaimer	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/a83b602f66b746e2ea02dcfa03b3bd72d7f70c43
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
a83b602	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/a83b602f66b746e2ea02dcfa03b3bd72d7f70c43
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/a83b602f66b746e2ea02dcfa03b3bd72d7f70c43
added some more comments	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/d73886e699cee2b888738d996f9dbfe14f9a50f0
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
d73886e	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/d73886e699cee2b888738d996f9dbfe14f9a50f0
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/d73886e699cee2b888738d996f9dbfe14f9a50f0
Some changes to output	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/dc06390cafbe80c12b7d3064c97f3e345027c404
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
dc06390	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/dc06390cafbe80c12b7d3064c97f3e345027c404
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/dc06390cafbe80c12b7d3064c97f3e345027c404
Improve Plots	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/df7b3bb95b2f15aeaef7929851e5821a2be2836f
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
df7b3bb	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/df7b3bb95b2f15aeaef7929851e5821a2be2836f
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/df7b3bb95b2f15aeaef7929851e5821a2be2836f
some improvements to Expected Exposure	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/4b91d19c157c6a0c3c18c03b317c216d1f26c602
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
4b91d19	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/4b91d19c157c6a0c3c18c03b317c216d1f26c602
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/4b91d19c157c6a0c3c18c03b317c216d1f26c602
some improvements to Expected Exposure	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/89961940230a7e61c592188ab1398dbd9e83482d
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
8996194	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/89961940230a7e61c592188ab1398dbd9e83482d
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/89961940230a7e61c592188ab1398dbd9e83482d
First draft Expected Exposure	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/e8b66b94af97112529fd6e83ac3b49c08d4b4323
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
e8b66b9	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/e8b66b94af97112529fd6e83ac3b49c08d4b4323
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/e8b66b94af97112529fd6e83ac3b49c08d4b4323
some little fixes to the first example	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/79792e8cb3ffa9cfc00169b878408bb6fad66b13
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
79792e8	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/79792e8cb3ffa9cfc00169b878408bb6fad66b13
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/79792e8cb3ffa9cfc00169b878408bb6fad66b13
First example for blog added	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/325418194b43dc68cf82399f57bfb397cba4ee08
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
3254181	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/325418194b43dc68cf82399f57bfb397cba4ee08
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/325418194b43dc68cf82399f57bfb397cba4ee08
First draft American MC exposure simulation (regression need further work)	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/55a2e116c0dd08391809a46db0a6350b3716a5b9
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
55a2e11	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/55a2e116c0dd08391809a46db0a6350b3716a5b9
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/55a2e116c0dd08391809a46db0a6350b3716a5b9
Hello World example	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/63be284b33661ff8391946af839b3d247a0670da
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
63be284	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/63be284b33661ff8391946af839b3d247a0670da
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/63be284b33661ff8391946af839b3d247a0670da
Initial commit	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/e2ad25e28bf0bc075d728a26e97e8a951d9fc0d3
	https://patch-diff.githubusercontent.com/mgroncki
mgroncki	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commits?author=mgroncki
e2ad25e	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/commit/e2ad25e28bf0bc075d728a26e97e8a951d9fc0d3
	https://patch-diff.githubusercontent.com/FinancialEngineerLab/IPythonScripts/tree/e2ad25e28bf0bc075d728a26e97e8a951d9fc0d3
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