Hi!
MSFE @ Columbia
-
Columbia
- NYC
-
16:13
(UTC -04:00) - https://minoneshan.net/
- in/minoneshan
Highlights
- Pro
Pinned Loading
-
Copula-Tail-VaR-Engine
Copula-Tail-VaR-Engine PublicPortfolio tail-risk engine using copula models to estimate VaR and CVaR beyond Gaussian assumptions
Python
-
CPI-Transformer-Risk-Dashboard
CPI-Transformer-Risk-Dashboard PublicTransformer-based CPI forecasting with an interactive inflation-risk dashboard
Python
-
Monte-Carlo-Option-Pricer
Monte-Carlo-Option-Pricer PublicHigh-performance Monte Carlo option pricing engine in C++ with variance-reduction techniques
C++
Something went wrong, please refresh the page to try again.
If the problem persists, check the GitHub status page or contact support.
If the problem persists, check the GitHub status page or contact support.



