Aaron De La Rosa
@XtremeQuantLeap
About
Author. MSc. in Finance. Senior Data Scientist. Python, C++, Matlab. Fixed Income Quant Researcher & C++ Quant Dev for Option Valuation (Exotics).
Skills & Technologies
Projects & Repositories
Recent public projects and repositories from this profile.
GARCH-in-Cpp
C++GARCH MODEL using C++
QuantLib
The QuantLib C++ library
BS-in-Cpp
C++Black Scholes in C++
Advanced-Quantitative-Finance-with-Modern-C-
What You Will Learn Understand the mathematics behind Black–Scholes, Vasicek, Hull–White, CIR, BDT, Black–Karasinski, and other core models. Apply finite difference schemes, trinomial trees, and Monte Carlo simulations for derivative pricing. Build and value swaps, swaptions, FRAs, bonds, callable/convertible debt, and multi-curve term structures.
Portfolio-Optimization-using-Riskfolio-Lib
Jupyter NotebookPortfolio Optimization using Riskfolio-Lib
Mastering-Quantitative-Finance-with-Modern-C-
What You Will Learn: Master modern C++23 syntax and features, including object-oriented and generic programming. Design flexible option payoff hierarchies for code reuse. Apply advanced numerical techniques such as Monte Carlo, binomial/trinomial trees, and finite difference methods. Calculate and interpret option sensitivities (Greeks).