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Achievement: Pull Shark
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  1. Black-Scholes-FEM Black-Scholes-FEM Public

    Using Finite Element and Finite Difference Methods to Price European Options

    MATLAB 3

  2. Monte-Carlo-Lattice-Options-Pricing Monte-Carlo-Lattice-Options-Pricing Public

    Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.

    Jupyter Notebook 3

  3. Portfolio-Optimization Portfolio-Optimization Public

    Optimizing equities portfolios using Mean-Variance Optimization, Robust Mean-Variance Optimization, Risk-Parity (ERC), and One-Fund Theorem

    MATLAB 2 1

  4. LA-County-Housing-Prices LA-County-Housing-Prices Public

    OLS Linear Regression Model, Gradient Descent Linear Regression Model, and Exploratory Data Analysis on historical LA County residential housing prices.

    Jupyter Notebook

  5. Basic-Portfolio-Optimization Basic-Portfolio-Optimization Public

    Optimization of equities portfolios using basic Mean-Variance Optimization.

    MATLAB