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  1. Efficiency-versus-Robustness-under-Tail-Misspecification Efficiency-versus-Robustness-under-Tail-Misspecification Public

    Importance Sampling vs Discrete Moment Matching for Value-at-Risk estimation under tail misspecification

    Jupyter Notebook

  2. commodity-vol-engine commodity-vol-engine Public

    Python

  3. counterparty-credit-risk-imm counterparty-credit-risk-imm Public

    Python

  4. Convertible-Bond-Valuation-Risk-Analytics Convertible-Bond-Valuation-Risk-Analytics Public

    Python

  5. Prediction-Market-Probability-Surface-Fair-Value-Engine Prediction-Market-Probability-Surface-Fair-Value-Engine Public

    Python

  6. fo-analytics fo-analytics Public

    Python