Zhifei Li's repositories
CQF-Further
Some excerpts and further insights from studying CQF
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CQF-Advanced-Delta-Hedging-2024-Jan
Replicating Hull & White (2017) paper on minimum-variance delta hedging
Language:Jupyter Notebook000
IFRS-Models
ECL, EIR..
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Other-assets-pricing
FX, commodity, real, futures, swaps.....
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Fixed-income-derivatives-pricing
Both fixed income securities and its derivatives
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Equity_derivatives_pricing
Some naive and later complex works on equity derivatives pricing from coursera, CQF, or self-interests...
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Interest_rate_volatility_spillover
LSE MSc Economics FM4U1 Fixed Income Markets Dissertation
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SIAM-mathwork-ZFL-THC-ZYH
Config files for my GitHub profile.
Language:MATLAB000
MathWorks
Programming competition repository
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