Pinned

1. Derivatives_Pricing_Models Derivatives_Pricing_Models Public

   Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

   Jupyter Notebook 7 4

2. un_speeches_nlp_analysis un_speeches_nlp_analysis Public

   NLP analysis of UN-speeches from 1970 - 2015

   Jupyter Notebook

3. Jspano_MScQFin_Thesis Jspano_MScQFin_Thesis Public

   Supporting code for UvA Masters of Quantitative Finance thesis in CDS/Bonds arbitrage trading

   Jupyter Notebook 3

4. Retail-Customer-Classification-Modelling Retail-Customer-Classification-Modelling Public

   Classification ML models for predicting customer outcomes (namely, whether they're likely to opt into email / catalog marketing) depending on customer demographics (age, proximity to store, gender,…

   Jupyter Notebook 3

5. Retail-TimeSeries-Forecasting-Methods Retail-TimeSeries-Forecasting-Methods Public

   A comparative breakdown of traditional econometric timeseries models vs. more modern ML methods for predicting a retail firm's sales over a short to medium horizon

   Jupyter Notebook

6. UvA_QuantitativeFinance_Assignments UvA_QuantitativeFinance_Assignments Public

   Contains the code used in submission of assignments for the Masters of Quantitative Finance at the University of Amsterdam in 2019-2020

   Jupyter Notebook