- Hi, I’m Jack McManus @jack-mcmanus
- About Me
- I am currently pursuing a Master of Financial Mathematics at North Carolina State University. -Languages I Know
- Python and R (advanced)
- C++, SAS (basic)
- I've Studied
- Derivatives pricing
- Forwards
- Futures
- Swaps
- Options and the Black-Scholes
- Fixed Income Pricing and Markets
- Duration and convexity
- Sources of bond risk
- MBS (tranches, waterfall, indenture, etc.)
- ABS
- Treasury market
- Probability Theory and Statistics
- Stochastic Calculus
- Derivatives pricing
- Currently Learning
- Machine Learning
- Neural networks
- Projects I'm Working On
- Implementing Fama-French Five Factor Model in Python.
- How To Reach Me
- Send me an email at jgmcmanu@ncsu.edu and I will get back to you ASAP!
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