AI Agent Skills

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

Quantify uncertainty and sensitivities in your computer models with an industry-grade Monte Carlo library.

ParaMonte: Parallel Monte Carlo and Machine Learning Library for Python, MATLAB, Fortran, C++, C.

Mastering Ethereum: 2nd Edition, by Andreas M. Antonopoulos, Gavin Wood, Carlo Parisi, Alessandro Mazza, Niccolò Pozzolini

Variational Bayesian Monte Carlo (VBMC) algorithm for posterior and model inference in MATLAB