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laurin-rodacker/README.md

Laurin Rodacker

Mathematics student at Leibniz University Hannover — building quantitative finance tools from first principles.

BSc Mathematics (3rd year) · PDEs · Stochastic Analysis · Numerical Methods

Projects

Options Pricing Engine Black-Scholes · Heston · Barrier Options · Greeks — analytical and numerical pricing in Python

Yield Curve Fitting Nelson-Siegel · Svensson calibration on Bundesbank data

Vol Surface Interpolation AAA algorithm on SPX options with no-arbitrage constraints

Stack

Python C++ NumPy SciPy Pandas

Contact

laurinrodacker.com · LinkedIn

Popular repositories Loading

  1. options-pricing options-pricing Public

    Black-Scholes · Heston · Barrier Options — analytical pricing in Python

    Python

  2. yield-curve-fitting yield-curve-fitting Public

    Python

  3. laurin-rodacker.github.io laurin-rodacker.github.io Public

    Personal portfolio – Mathematics & Quantitative Finance

    HTML

  4. laurin-rodacker laurin-rodacker Public