Eric Shi (EricJXShi)

EricJXShi

Geek Repo

Github PK Tool:Github PK Tool

Eric Shi's repositories

Black-Scholes-FEM

Using Finite Element and Finite Difference Methods to Price European Options

Language:MATLABStargazers:3Issues:1Issues:0

Monte-Carlo-Lattice-Options-Pricing

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

Language:Jupyter NotebookStargazers:3Issues:1Issues:0

Portfolio-Optimization

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

Language:MATLABStargazers:2Issues:1Issues:0

Basic-Portfolio-Optimization

Optimization of equities portfolios using basic Mean-Variance Optimization.

Language:MATLABStargazers:0Issues:1Issues:0

LA-County-Housing-Prices

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

Language:Jupyter NotebookStargazers:0Issues:3Issues:0