Vishal A.'s repositories
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CRE-Loan-VAR-Merton
VAR analysis for composite portfolio of CRE loans utilizing the Merton geometric brownian motion with drift and diffusion. Specific set of hotel properties chosen utilizing 2 year loans analysis
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Credit-Default-Prediction
Loan Default Post Issuance using Machine Learning Models
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Hotel-Design-MINLP
Commercial Real Estate Development of new hotel project optimization algorithm using Mixed Integer Non Linear Programming with Python/Gurobi
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Portfolio-Optimization-QP
Portfolio Optimization Quadratic Programming given investor risk appetite, concave PD maximization
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