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  1. math-for-mfe math-for-mfe Public

    Implementation of basic simulations and concepts in Machine Leanrning/ Statistics/ Math used for modeling or simulating different applications in Quantitative Finance built over the holidays :)

    Jupyter Notebook 1

  2. volatility_surface volatility_surface Public

    SPX Option Implied Volatility Surface using SVI Parameterisation, its variants and the Heston Stochastic Volatiltiy Model. Implements and studies interpolation and smoothing techniques used by Bloo…

    Python 1

  3. interest_rate_modeling interest_rate_modeling Public

    Dynamic Term Structure Modeling & Arbitrage-Free Interest Rate Simulation: A research-level fixed income quant project implementing a full interest rate modeling pipeline from raw Treasury data to …

    Jupyter Notebook 1

  4. quant-finance quant-finance Public

    Work related to Quantitative Finance

    Jupyter Notebook

  5. technical_indicators technical_indicators Public

    Python

  6. wordle_solver wordle_solver Public

    Solves wordle (6 attempts of 5 letter words) , extremely easy and simple implementation

    Jupyter Notebook