chekaru's repositories
Fitting_and_Simulating_Archimedean_Copulas
Fitting and Simulating Archimedean Gumbel, Clayton and Frank Copulas
AAU2015
Course material for spatstat workshop at Aalborg University
riskflow
An xVA quantitative library written in python using tensorflow
Kurtosis-Non-Gaussian-Copula-in-Python
Part of WorldQuant Week7 Project , Using Equity ETF, Gold ETF & Bitcoin 2020 data
PythonDataScienceHandbook
Python Data Science Handbook: full text in Jupyter Notebooks
WhirlwindTourOfPython
The Jupyter Notebooks behind my OReilly report, "A Whirlwind Tour of Python"
MC_copulas
Python Monte Carlo simulation with Gaussian copulas and SciPy
Python-for-MarketRisk
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
NM-UNDER-FRTB
Public repository with the programmed codes for the study "Non-modellability under the Fundamental Review of the Trading Book (FRTB) framework."
Fitting_t_Student_Copula
In this notebook, we implement algos to fit a bivariate 𝑡-student copula.
Copulas-and-Risk-Management-
Generate CvaR and VaR from Copulas to assess the currency risks of a portfolio
SMU---Copulas-and-Contagion
Applied Frechet distribution to model contagion effect.
copula-explore
Adventures in copula modeling.
Copulas
Creating Gaussian Copulas for a given multivariate distribution
FRTB
Team#4
BaselTools
A framework for estimating Basel IV capital requirements.
StrataXL
An Excel integration of OpenGamma Strata.
ginkgo
Numerical linear algebra software package
stanford-cpp-library
The Stanford C++ libraries, created by Eric Roberts et al.
tensorflow
An Open Source Machine Learning Framework for Everyone
memory-allocators
Custom memory allocators in C++ to improve the performance of dynamic memory allocation
cpp-cheat-sheet
C++ Syntax, Data Structures, and Algorithms Cheat Sheet