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zxbi

zxbi

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zxbi's repositories

Astock_customize

Astock

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Autocallable-Pricing

I value autocallable structured products using a Monte Carlo (MC) approach. I set up the MC method using the Black-Scholes equation and analyse of the Greeks (computed by finite differences based on Monte Carlo prices).

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Diff_stk

stack-augmented RNN improvement

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FinBERT-MRC

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IST597_22SP

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PLSC503-2022-git

PLSC 503 Github repository - Spring 2022

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PLSC508_rep

Replication repo

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QUANTAXIS

QUANTAXIS for ABI

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QUANTAXIS_playground

Not for now

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Thesis

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Time-Series-Analysis

PLSC505

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