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financialportfolios.jl

Julia package for working with simple portfolios of financial assets

fineconresearchutils.jl

A collection of packages and utilities for doing financial economics research in Julia.

franklinwebby

a prototype for my new website

glm.jl

Generalized linear models in Julia

global_solution_methods_rochester

globalfactor

gnuplotsimple.jl

A simple plotting recipe for using Gnuplot.jl

gpu-opencl-vfi-in-julia

GPU + OpenCL Value Function Iteration for Macro Models

heston

Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.

interpolations.jl

Fast, continuous interpolation of discrete datasets in Julia

investmentsclass

krusell_smith_code

Code for the Krusell--Smith model

lanyon

A content-first, sliding sidebar theme for Jekyll.

letsberational

Peter Jaeckel implied volatility implementation

lottery

An interactive approach to lottery winnings

markdown-cv

a simple template to write your CV in a readable markdown file and use CSS to publish/print it.

mfe-toolbox

ms_regress-matlab

Repository for MS_Regress, a matlab package for estimation and simulation of markov regime switching models

msqf-thesis

source for programs for my thesis

multistartoptimization.jl

Multistart optimization methods in Julia.

network-practice

networks and complex systems analysis

nonparametricregression.jl

Simple local constant and local linear regressions in Julia

npsdfd

Replication data and files for Christensen (2017): "Nonparametric Stochastic Discount Factor Decomposition"

optim.jl

Optimization functions for Julia

option-based-funds-paper

collecting data for options paper

option-pricing

program for class

option-strategies

another program for class

pandoc-starter

📄My pandoc markdown templates and makefiles

pandoc_resume

My Markdown Resume

pkgskeleton.jl

Generate Julia package skeletons using a simple template system