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Commits on Nov 18, 2018

• Monte carlo pricing n adjoint greeks on gpus

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Commits on May 20, 2018

• Pricing Exotics with TensorFlow

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Commits on May 8, 2018

• Updated Version of LR_part1

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• New Blog entry about Logistic Regression

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Commits on Jun 26, 2016

• Update

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• Added Part III

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Commits on Jun 13, 2016

• test

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Commits on Jun 9, 2016

• Added a draft of a presentation

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Commits on May 26, 2016

• Added AMC Pricing for Bermuda Swaptions

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Commits on May 20, 2015

• Added Excel Sheet for Binominal Model for presentation

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Commits on May 19, 2015

• Some small bugfixes to slides

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• Added slides

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• test

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Commits on May 2, 2015

• Some small fixes in notation and code clean up

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Commits on Apr 26, 2015

• Added Script for swaption pricing

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Commits on Apr 18, 2015

• Add new notebook. CVA Calculation example

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Commits on Apr 11, 2015

• Bugfix in Exposure Simulaton

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• Some small improvements to ExposureSimulation

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• Added a brief description of this repository

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• Clean chekcpoints

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• delete old versions and checkpoints

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• Add Copyright and disclaimer

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Commits on Apr 10, 2015

• added some more comments

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Commits on Apr 8, 2015

• Some changes to output

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• Improve Plots

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Commits on Apr 7, 2015

• some improvements to Expected Exposure

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• some improvements to Expected Exposure

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• First draft Expected Exposure

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Commits on Apr 5, 2015

• some little fixes to the first example

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Commits on Apr 4, 2015

• First example for blog added

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Commits on Mar 30, 2015

• First draft American MC exposure simulation (regression need further work)

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Commits on Aug 18, 2013

• Hello World example

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• Initial commit

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