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Amit Kumar Jha's starred repositories

MultiLangMonteCarloSim

Language:Rust1100

ConvertibleBondMonteCarloSim

Language:Python200

InterestRateModelsCpp

Language:C++2200

-Yield-Curve-Construction-and-IR-Analysis

Language:Python500

FXQuantPricing-Cpp

Language:C++800

Bond-Analytics-Wrapper

Language:C++MIT300

Topological-Risk-Measure-for-Equities

Language:Python900

Bullet-Ladder-strategy-for-a-bond-portfolio

Language:Python300

Nth-to-Deafult-CDO-Pricing-using-MC-with-Gaussian-Capula-Model

Language:Python700

Statistics-For-Quants

300

Stochastic_Calculus_For_Quants

400

CustomDerivative

Language:RNOASSERTION200

Forex-Stochastic-Model

Language:Python300

Interest-rate-stochastic-models-prediction-

Language:Python500

MonteCarlo-MeanReversionTrading

Language:Python1700

Stochastic-Volatility-and-RSI-Based-Trading-Strategy-

Language:Python200

Semi-Markov-Regime-Switching-Model

Language:Python200

StochasticModelsAssetPricing

Language:Python1700

Libor-Market-Model-in-R

Language:R200

Time-difference-between-Julia-and-Python-for-option-price-valuation-

Language:Python500

Scenario-and-Stress-Testing-Analysis-

Language:R300

R-for-Quants

Language:R600

Python-For-Quants

Language:Python1600

FX-Swap-Credit-Exposure-Simulation

Language:Python200

Counterparty-Credit-Risk-Model-Validation

Language:Jupyter Notebook500

Geometric-Brownian-Paths-and-Corresponding-Greeks

Language:Python200

Hedging-with-the-Black-Scholes-model

Language:Python200

Quantitative-Backtest

Language:Python300

Markov_Quant_Trading

300

PPNR-Model-development-and-prediction-using-LSTM-

Language:Jupyter Notebook300