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  1. VaR-Volatility-Models VaR-Volatility-Models Public

    Comparative analysis of Value at Risk (VaR) measures using Black-Scholes pricing under different volatility models: jump diffusion, SABR and rough volatility.

    Jupyter Notebook 1

  2. FI-Securities-and-Hedging---BSE-Master-s-coursework FI-Securities-and-Hedging---BSE-Master-s-coursework Public

    Code and materials from the "Fixed Income Securities and Hedging" course at BSE. Includes bond pricing, duration, yield curves, and hedging strategies. Work done as part of the Master's program usi…

    Jupyter Notebook

  3. Premier-League-Betting-Analysis Premier-League-Betting-Analysis Public

    Comprehensive Python analysis of Premier League betting market inefficiencies (2005–2024). Evaluates bookmaker biases, betting strategies, and market efficiency using statistical methods and Monte …

    Jupyter Notebook

  4. SP500-ML-Forecasting SP500-ML-Forecasting Public

    Forecasting S&P 500 returns using ML models across multiple time horizons (1-day, 1-week, 1-month). Includes feature engineering, rolling-window backtesting, and performance evaluation to assess pr…