Pinned Repositories
AAU2015
Course material for spatstat workshop at Aalborg University
algorithms
Algorithms & Data structures in C++.
allocator
A set of memory allocators for use with the C++ Standard Template Library
arpm
awesome-courses
:books: List of awesome university courses for learning Computer Science!
BaselTools
A framework for estimating Basel IV capital requirements.
Bivariate-Copula-Simulation
blockchain-electricity-markets
Collection of Jupyter notebooks demonstrating how blockchain technologies could be used to improve the design of electricity markets.
C-Data-Structures-and-Algorithms
C++ Data Structures and Algorithms
CDS
A package that provides tools for pricing credit default swaps (CDS).
chekaru's Repositories
chekaru/AAU2015
Course material for spatstat workshop at Aalborg University
chekaru/BaselTools
A framework for estimating Basel IV capital requirements.
chekaru/Bivariate-Copula-Simulation
chekaru/Copula
chekaru/copula-explore
Adventures in copula modeling.
chekaru/copula_risk_model
chekaru/copula_risk_model-1
chekaru/Copulas
Creating Gaussian Copulas for a given multivariate distribution
chekaru/Copulas-and-Applications
chekaru/Copulas-and-Risk-Management-
Generate CvaR and VaR from Copulas to assess the currency risks of a portfolio
chekaru/cpp-cheat-sheet
C++ Syntax, Data Structures, and Algorithms Cheat Sheet
chekaru/estimateEntropyUsingCopulas
chekaru/Fitting_and_Simulating_Archimedean_Copulas
Fitting and Simulating Archimedean Gumbel, Clayton and Frank Copulas
chekaru/Fitting_t_Student_Copula
In this notebook, we implement algos to fit a bivariate 𝑡-student copula.
chekaru/FRTB
Team#4
chekaru/FRTB-1
chekaru/ginkgo
Numerical linear algebra software package
chekaru/How-Copula-Correlation-Affect-Default-Numbers
chekaru/Kurtosis-Non-Gaussian-Copula-in-Python
Part of WorldQuant Week7 Project , Using Equity ETF, Gold ETF & Bitcoin 2020 data
chekaru/MC_copulas
Python Monte Carlo simulation with Gaussian copulas and SciPy
chekaru/memory-allocators
Custom memory allocators in C++ to improve the performance of dynamic memory allocation
chekaru/NM-UNDER-FRTB
Public repository with the programmed codes for the study "Non-modellability under the Fundamental Review of the Trading Book (FRTB) framework."
chekaru/Python-for-MarketRisk
Manuel Touyaa's porfotlio of Python projects/assignments for Finance Market Risk.
chekaru/PythonDataScienceHandbook
Python Data Science Handbook: full text in Jupyter Notebooks
chekaru/riskflow
An xVA quantitative library written in python using tensorflow
chekaru/SMU---Copulas-and-Contagion
Applied Frechet distribution to model contagion effect.
chekaru/stanford-cpp-library
The Stanford C++ libraries, created by Eric Roberts et al.
chekaru/StrataXL
An Excel integration of OpenGamma Strata.
chekaru/tensorflow
An Open Source Machine Learning Framework for Everyone
chekaru/WhirlwindTourOfPython
The Jupyter Notebooks behind my OReilly report, "A Whirlwind Tour of Python"