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faisaljayousi/README.md
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Quant · Applied Mathematics · Derivatives Pricing

🌐 Personal Website

https://fjayousi.com/

👔 About me

My academic background is in applied mathematics with a PhD in Signal Processing (CNRS/INRIA) and an MSc in Applied Mathematics (Univ. Rennes). Currently working on derivatives pricing and valuation under real market constraints using Signal Processing techniques.

🔍 Focus

My interests lie in derivatives pricing and valuation, with a particular focus on:

• volatility surfaces and their behaviour under stress
• numerical stability and failure modes of pricing models
• the interaction between theoretical prices, market data, and liquidity

Tools

📫 How to reach me

         

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  1. FibreSight FibreSight Public

    Characterisation of Fibres in 2D-Images

    Python 1

  2. microstructure-rl microstructure-rl Public

    High-performance L2 Market Microstructure Replay Engine

    C++

  3. scikit-image scikit-image Public

    Forked from scikit-image/scikit-image

    Image processing in Python

    Python

  4. LISTA-SC LISTA-SC Public

    PyTorch implementation of the method proposed in "Learning Fast Approximations of Sparse Coding" by K. Gregor and Y. LeCun.

    Jupyter Notebook 1