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wrcarpenter/README.md

Will Carpenter

Good, better, best. Never it rest. 'Til your good is your better and your better is best.

Thanks for stopping by! I work full time in the mortgage-backed securities industry and have a side passion for programming and visual arts.

Focus Projects: MMA Betting, Equity Derivatives, Fixed Income Valuation, Reverse Mortgage MBS Pricing.

Contact me wrc4@alumni.princeton.edu
Artwork inquiries carpenterthepainter@gmail.com
Personal Website Link (in progress)

Future projects of interest: hospital pricing transparency, poker bot, whaling, inflation derivatives.

Pinned

  1. Interest-Rate-Models Interest-Rate-Models Public

    Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.

    Python 4 1

  2. Z-Spread Z-Spread Public

    Python methods for bootstrapping a spot rate curve from Treasury data and calculating Z-spread for fixed income bonds.

    Jupyter Notebook 1 1

  3. MMA-Betting-Model MMA-Betting-Model Public

    Data-driven, sports wagering model for MMA (mixed-martial-arts) contests.

    Jupyter Notebook 4

  4. wcarpenter.github.io wcarpenter.github.io Public

    Personal Project Website - In progress

    SCSS 1

  5. Economics-Senior-Thesis Economics-Senior-Thesis Public

    A repository to store a copy of a research paper for an Economics Senior Thesis.

    TeX

  6. Equity-Derivative-Models Equity-Derivative-Models Public

    Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.

    Jupyter Notebook 1