Hi this is Durei.
I put some stuff here.
| Title | Date | Tag | Resource |
|---|---|---|---|
| Heston model and Merton jump model for option pricing | 2025-06-11 | WQU/DP | erdqlib.examples_mc |
| Tree model for option pricing and Dynamic delta hedging | 2025-05-25 | WQU/DP | erdqlib.examples_tree |
| Modeling non-stationarity and finding an equilibrium | 2025-04-15 | WQU/FE | |
| Detecting a regime change | 2025-04-15 | WQU/FE | |
| Stock returns PCA | 2025-01-20 | WQU/FD | |
| Yield curve modelling | 2025-01-20 | WQU/FD |