Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

A framework for financial systemic risk valuation and analysis.

A framework for historical volatility estimation and analysis.

A framework for estimating Basel IV capital requirements.

Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Code)

A framework for detecting misreported returns in hedge funds.

Be systematically sort out my relevant knowledge of Matlab

Financial Modelling and Computation

TD Ameritrade API for MATLAB

Estimation & Option pricing for GARCH2F model

Machine Learning Techniques to extract useful forecasts, conclusions and decision making in Quant Finance

Quantitative Risk and Asset Management Project - HEC Lausanne

Matlab code and tools for Quant Research, Data Manipulation and Robust Decision Making

An Implementation of Markov Switching Models for Weather Derivative Pricing

Quantitative and computational finance library

MATLAB custom Live Task that performs co-execution with Python code

Yong Zhang, Jiahao Li, Xingyu Yang, and Jianliang Zhang. "Competitive online strategy based on improved exponential gradient expert and aggregating method" Computational Economics, 2023.

Code pieces written for quantitative finance courses and projects.

A repo for implementation and testing of quantitative models for derivative pricing.

Optimization Methods in Finance, final project, auxiliary codes in Matlab for OMV curve, sharpe ratio and admissible regions