Changbo Yang's starred repositories
IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Learning
Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
dynamic-grasping
[IROS 2021] Dynamic Grasping with Reachability and Motion Awareness
MF_MBS_Default_Risk
Analysis of multifamily mortgage backed security default risk.
distance_to_default
Solves for the naive, direct and iterative (KMV) distance to default and probability of default for firms from 1970 to 2015.
moonbot_self_recognition
This repository includes packages for control, simulation, and self-recongnition algorithm for modular quadrupedal robot, "Moonbot".
Robotics_lab
This repository contains all the packages created in and for the robotics lab
Robotic_Assistant_for_Lip_Moisturizing
Caring robot
FE_Projects
Financial Engineering Projects
Financial-Engineering
Financial Engineering
Merton-NIG-Probability-of-Default
The code of the EM algorithms and the calculation of probability of default
fast_rboost_bins
FastRealBoostBins: An ensemble classifier for fast predictions implemented in Python using numba.jit and numba.cuda
Simulation
Simulation codes for derivatives pricing
Bonds_Assesments-
Tool that could be used to assess basic credit risks and OAS rates on bonds
Undergrad.Projects
College/HS
OeconOnlineAppendix
An online appendix for my final thesis, presented for the MSc Advanced Economics and Finance degree.
yieldcurve_interpolation
Estimated daily continuous yield curve & instantaneous forward rate curve by fitting cubic spline function for a Q1 of January 2020. We used each of the 78 dates in Q1 of January 2020 to price bonds with 17 maturity dates using data science libraries of python like GEKKO, NumPy, Pandas and matplotlib for plotting the curves
BondPricing
This was an assignment for school