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1. Efficiency-versus-Robustness-under-Tail-Misspecification Efficiency-versus-Robustness-under-Tail-Misspecification Public

   Importance Sampling vs Discrete Moment Matching for Value-at-Risk estimation under tail misspecification

   Jupyter Notebook

2. markov-credit-lab markov-credit-lab Public

   Building intuition for credit risk models by simulating rating migrations, defaults, and portfolio losses using Markov chains

3. Volatility-Forecasting-and-IV-Trading Volatility-Forecasting-and-IV-Trading Public

   R

4. counterparty-credit-risk-imm counterparty-credit-risk-imm Public

   TeX

5. NdLinear---OOP NdLinear---OOP Public

   Python

6. Portfolio_Optimization- Portfolio_Optimization- Public

   C++