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std::cout<<"Hello, World!"; 👋

Hey there, my name is Bernardo and I started working as a quant.

I am interested in Mathematics, Computer Science, Financial Modelling & Problem Solving. I am currently working on numerical methods, stochastic calculus, credit derivatives & American Options.

Last topics covered / working on:

  • Probabilities, Stochastic Calculus, Topology
  • OOP and Design Patterns
  • C# & Python
  • F# & CMake.
  • Derivatives pricing (very basic).
  • Numerical Analysis.
  • Data Structures & Algorithms.
  • XVA.

I make projects mixing the resources I could read/work on the fields I cited above, for most of them in c++ & python.

I hope you will find something useful in here 😊.

📫 myLinkedIn - myLeetcode

🎨 logo credits: Valentine Szwarc -> herLinkedIn

Bernardo David COHEN BERAUN's Projects

advanced_qf icon advanced_qf

Working with a book in c++ and financial engineering

beg_mod_cpp icon beg_mod_cpp

Source code for demos in Complete Modern C++ course.

blitz icon blitz

Blitz++ Multi-Dimensional Array Library for C++

cpm.cmake icon cpm.cmake

📦 CMake's missing package manager. A small CMake script for setup-free, cross-platform, reproducible dependency management.

cppjoshi icon cppjoshi

Working with the book "C++ Design Patterns and Derivatives Pricing - Second Edition" by Mark S. Joshi with a structured c++ library. The python interface has been done in another of my repos. I am trying to sharp the skills, mix everything at the end and add the projects of "The Concepts and Practice of Mathematical Finance" by the same author.

cppquantfi icon cppquantfi

Workouts based on the book C++ for quantitative finance by Michael L. Halls-Moore - c++ code with pyhton & excel interface :)

cxxopts icon cxxopts

Lightweight C++ command line option parser

designpatternsjoshi icon designpatternsjoshi

Working on the famous book of Mark Joshi, would like to interface it completely with python & excel

dsa icon dsa

Working with the Data Structures & Algortithms Specialization from coursera.

financepy icon financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

fmt icon fmt

A modern formatting library

leetcodework icon leetcodework

Collection of LeetCode questions to ace the coding interview! - Created using [LeetHub](https://github.com/QasimWani/LeetHub)

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