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1. option-pricer-cpp option-pricer-cpp Public

   A C++ port of Artur Sepp's original Numba-accelerated (pure) Python implementation.

   C++ 2

2. selling-volatility selling-volatility Public

   Forked from quantgalore/selling-volatility

   A System for Selling 0-DTE SPX Options

   Jupyter Notebook 1

3. adv_financial_forecasting_notes adv_financial_forecasting_notes Public

   Notes for the FR3103 Advanced Econometrics & Financial Forecasting module taught under Dr. Malvina Marchese

4. alm_notes alm_notes Public

   Notes for FR3102 Asset Liability Management with Dr. Sotiris Staikouras

5. fixed_income_notes fixed_income_notes Public

   Notes of Dr. Natasa Todorovic and Dr. Xiao Han's joint Fixed Income Module

6. garch-gpd-estimation garch-gpd-estimation Public

   Estimating 99% Value at Risk using a univariate GARCH approach with a skewt distribution and GPD tails

   Jupyter Notebook