gpelleri

UTC Computer Science Engineer - Financial Engineering student @ EDHEC

Pinned Repositories

FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Language:Jupyter Notebook2.1k 68 120318
AssetPricing
OOP python pricer for equity derivatives
Language:Jupyter Notebook10
Credit-Card-Attrition
Machine Learning project using classification.
Language:Python00
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Language:Jupyter Notebook0 0 00
financial_econometrics
financial econometrics with R - A2022
Language:R00
VolatilityModels
My work on Dupire local volatility model calibration & Heston model simulations
Language:Jupyter Notebook20

gpelleri/VolatilityModels
My work on Dupire local volatility model calibration & Heston model simulations
Language:Jupyter Notebook20
gpelleri/AssetPricing
OOP python pricer for equity derivatives
Language:Jupyter Notebook10
gpelleri/Credit-Card-Attrition
Machine Learning project using classification.
Language:Python00
gpelleri/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Language:Jupyter Notebook0 0 00
gpelleri/financial_econometrics
financial econometrics with R - A2022
Language:R00