TommasoBelluzzo

Tommaso Belluzzo's repositories

A framework for financial systemic risk valuation and analysis.

Language:MATLABApache-2.0175 21 15

A library for discrete-time Markov chains analysis.

Language:PythonMIT93 3 11

A .NET implementation of several non-cryptographic hashes.

Language:C#MIT68 5 6

A framework for historical volatility estimation and analysis.

Language:MATLABApache-2.035 4 2

A framework for estimating Basel IV capital requirements.

Language:MATLABApache-2.024 30

A framework for detecting misreported returns in hedge funds.

Language:MATLABApache-2.016 2 1

An Excel integration of OpenGamma Strata.

Language:VBAMIT13 20

A simple macro utility for Ultima Online.

Language:C#MIT7 5 2

A framework for Benford's Law conformity assessment.

Language:MATLABApache-2.06 50

A .NET implementation of Initial Margin models.

Language:C#MIT4 20

Personal Repository

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