JasonSpano's repositories
Derivatives_Pricing_Models
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Jspano_MScQFin_Thesis
Supporting code for UvA Masters of Quantitative Finance thesis in CDS/Bonds arbitrage trading
Retail-Customer-Classification-Modelling
Classification ML models for predicting customer outcomes (namely, whether they're likely to opt into email / catalog marketing) depending on customer demographics (age, proximity to store, gender, customer loyalty duration) as well as sales and shopping frequencies by department
amplopt.streamlit.app
AMPL Modeling Tips with Streamlit
Retail-TimeSeries-Forecasting-Methods
A comparative breakdown of traditional econometric timeseries models vs. more modern ML methods for predicting a retail firm's sales over a short to medium horizon
un_speeches_nlp_analysis
NLP analysis of UN-speeches from 1970 - 2015
UvA_QuantitativeFinance_Assignments
Contains the code used in submission of assignments for the Masters of Quantitative Finance at the University of Amsterdam in 2019-2020