Pinned Loading

1. Masters-thesis-nmd-risk-modeling Masters-thesis-nmd-risk-modeling Public

   Code developed as part of my second-year master’s thesis, focusing on quantifying the effects of model specification, interest-rate dynamics, and their interaction on the risks related to non-matur…

   Jupyter Notebook

2. Trinomial-Tree-for-Option-Pricing Trinomial-Tree-for-Option-Pricing Public

   Trinomial Tree for American and European Option Pricing, using an object-oriented approach in Python and VBA

   Python

3. global-commodity-cycles-and-linkages-favar-replication global-commodity-cycles-and-linkages-favar-replication Public

   Replication and extension of the following ECB Working Paper: Global commodity cycles and linkages, Lombardi, Osbat et Schnatz, 2010

   R

4. MachineLearning272 MachineLearning272 Public

   Dans le cadre du cours de Machine Learning du M2 272 de l'Université Paris Dauphine, nous avons cherché à répondre au sujet d'un data challenge consistant à prédire des ratios de Sharpe d'un blend …

   Jupyter Notebook

5. CPP CPP Public

   Project carried out as part of the C++ course in the Master's program Economic and Financial Engineering (272) - Quantitative Finance track at Université Paris-Dauphine | PSL.

   C++

6. NLP NLP Public

   Final Project for the course "Introduction to NLP" - MSc 272 Economic and Financial Engineering | Paris-Dauphine University

   Python