Eric Shi's repositories
Black-Scholes-FEM
Using Finite Element and Finite Difference Methods to Price European Options
Monte-Carlo-Lattice-Options-Pricing
Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.
Portfolio-Optimization
Optimizing equities portfolios using Mean-Variance Optimization, Robust Mean-Variance Optimization, Risk-Parity (ERC), and One-Fund Theorem
Basic-Portfolio-Optimization
Optimization of equities portfolios using basic Mean-Variance Optimization.
LA-County-Housing-Prices
OLS Linear Regression Model, Gradient Descent Linear Regression Model, and Exploratory Data Analysis on historical LA County residential housing prices.