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Learning by Doing
:octocat:
Learning by Doing
7 followers · 2 following
  • Canada

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Achievement: StarstruckAchievement: Arctic Code Vault Contributor

Achievements

Achievement: StarstruckAchievement: Arctic Code Vault Contributor

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  1. Term-Structure-Lattice-Models Term-Structure-Lattice-Models Public

    Binomial lattice models of the short-rate; pricing fixed income derivative securities including zero-coupon bonds, options on bonds, bond forwards, bond futures, swaps and swaptions; pricing some d…

    Python 4 6

  2. Option-Pricing-in-the-Multi-Period-Binomial-Model Option-Pricing-in-the-Multi-Period-Binomial-Model Public

    Build a multi-period binomial model whose parameters are calibrated to a Black-Scholes geometric Brownian motion model.

    Python 5 2

  3. Betting-Against-Beta Betting-Against-Beta Public

    This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.

    Python 16 15

  4. Numerical-Methods-in-PDE Numerical-Methods-in-PDE Public

    Implement the numerical solutions of some partial differential equations and compare the results

    MATLAB