TommasoBelluzzo

Tommaso Belluzzo's repositories

A framework for systemic risk valuation and analysis.

Language:MATLABApache-2.0146 20 15

A library for discrete-time Markov chains analysis.

Language:PythonMIT77 4 10

A .NET implementation of several non-cryptographic hashes.

Language:C#MIT61 6 6

A framework for historical volatility estimation and analysis.

Language:MATLABApache-2.032 5 2

A framework for estimating Basel IV capital requirements.

Language:MATLABApache-2.017 40

A framework for detecting misreported returns in hedge funds.

Language:MATLABApache-2.015 3 1

An Excel integration of OpenGamma Strata.

Language:VBAMIT12 20

A simple macro utility for Ultima Online.

Language:C#MIT7 6 2

A framework for Benford's Law conformity assessment.

Language:MATLABApache-2.06 50

A .NET implementation of Initial Margin models.

Language:C#MIT3 20

Personal Repository

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