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  1. fintech2020 fintech2020 Public

    An interactive shiny application which extends results presented in Kość, Sakowski and Ślepaczuk (2019) "Momentum and contrarian effects on the cryptocurrency market", Physica A 523 (2019) 691-701

    R 2

  2. AF-RCPP AF-RCPP Public

    This repository contains materials to "Applied Finance" course at the University of Warsaw, Faculty of Economic Sciences. Materials refer to the part "Path dependent option pricing with Monte Carlo…

    R 24 11

  3. CPP-IN-QF2 CPP-IN-QF2 Public

    This repository contains materials to the "C++ in QF II" course at the University of Warsaw, Faculty of Economic Sciences.

    C++ 8 5