Pinned Repositories
bondora_defaults
Analysis of bondora loans' probabilities of default
cryptopals
Solutions to https://cryptopals.com problems
options-pricing
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
Project-Euler
RMaFI
Solutions for exercises from John C. Hull's Risk Management and Financial Institutions
US_Economic_Data_Analysis
Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings. All analysis is based on data provided by FRED.
WeekendPuzzle
ilchen's Repositories
ilchen/US_Economic_Data_Analysis
Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings. All analysis is based on data provided by FRED.
ilchen/cryptopals
Solutions to https://cryptopals.com problems
ilchen/options-pricing
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
ilchen/RMaFI
Solutions for exercises from John C. Hull's Risk Management and Financial Institutions
ilchen/bondora_defaults
Analysis of bondora loans' probabilities of default
ilchen/Project-Euler
ilchen/WeekendPuzzle