chenkai0208

Modeling & Valuation Advisory

KPMGNew York City

Pinned Repositories

bokeh
Interactive Data Visualization in the browser, from Python
Language:Python00
Computational_Finance
Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite Element Method Approach
Language:C++92
Econometrics
Projects for Econometrics topic: Financial Time Series Prediction
Language:Matlab11
Evolutionary_Computation
The realization of classical evolutionary computation algorithms.
Language:C10
Fixed_Income_Securities_and_Derivative_Modeling
Fixed Income Derivatives modeling is a triumph of Mathematical Finance, since all major institutions use the theory for pricing, hedging, and management risk, is by far the largest instrument class.
Language:Matlab43
hello-world
My first repository in GitHub
00
Programming_Methodology_for_Numerical_Computing_and_Finance
Programming Methodology for Numerical Computing and Finance
Language:C++11
Quantitative_Finance_in_Python
In this repository, I share some practice that I have done in Python for quantitative finance research purpose. If any of the topics are studied thoroughly enough, I will split off a new repository.
Language:Python21

chenkai0208/Computational_Finance
Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by a Finite Element Method Approach
Language:C++92
chenkai0208/Fixed_Income_Securities_and_Derivative_Modeling
Fixed Income Derivatives modeling is a triumph of Mathematical Finance, since all major institutions use the theory for pricing, hedging, and management risk, is by far the largest instrument class.
Language:Matlab43
chenkai0208/Quantitative_Finance_in_Python
In this repository, I share some practice that I have done in Python for quantitative finance research purpose. If any of the topics are studied thoroughly enough, I will split off a new repository.
Language:Python21
chenkai0208/Econometrics
Projects for Econometrics topic: Financial Time Series Prediction
Language:Matlab11
chenkai0208/Evolutionary_Computation
The realization of classical evolutionary computation algorithms.
Language:C10
chenkai0208/Programming_Methodology_for_Numerical_Computing_and_Finance
Programming Methodology for Numerical Computing and Finance
Language:C++11
chenkai0208/bokeh
Interactive Data Visualization in the browser, from Python
Language:Python00
chenkai0208/hello-world
My first repository in GitHub
00