Quant.Collective's Projects
A simple exercise applying methods to construct interest rate term structure.
My Portfolio
A general collection of numerical option pricing methods.
A repository with a collection of various techniques to calibrate option implied volatility smile
Notebooks for introductory Python walkthrough by Caden Lee
Package for deploying lattice models for option pricing
Project Repository for QF603
Appendix to the Quant Simplified blog series - contains jupyter notebooks of case studies shared in the articles.
A carefully curated and designed repository to build up knowledge in Reinforcement Learning.
This is a group presentation on the 6th weekly assignment for course number QF627.