Skip to content
View WenqiAngieWu's full-sized avatar
:octocat:
Learning by Doing
:octocat:
Learning by Doing
7 followers · 2 following
  • Canada

Achievements

Achievement: StarstruckAchievement: Arctic Code Vault Contributor

Achievements

Achievement: StarstruckAchievement: Arctic Code Vault Contributor

Block or report WenqiAngieWu

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned Loading

  1. Term-Structure-Lattice-Models Term-Structure-Lattice-Models Public

    Binomial lattice models of the short-rate; pricing fixed income derivative securities including zero-coupon bonds, options on bonds, bond forwards, bond futures, swaps and swaptions; pricing some d…

    Python 5 6

  2. Option-Pricing-in-the-Multi-Period-Binomial-Model Option-Pricing-in-the-Multi-Period-Binomial-Model Public

    Build a multi-period binomial model whose parameters are calibrated to a Black-Scholes geometric Brownian motion model.

    Python 5 2

  3. Betting-Against-Beta Betting-Against-Beta Public

    This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.

    Python 17 15

  4. Numerical-Methods-in-PDE Numerical-Methods-in-PDE Public

    Implement the numerical solutions of some partial differential equations and compare the results

    MATLAB