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1. Derivatives_Pricing_ModelsDerivatives_Pricing_ModelsPublic

   Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

   Jupyter Notebook 10 4

2. un_speeches_nlp_analysisun_speeches_nlp_analysisPublic

   NLP analysis of UN-speeches from 1970 - 2015

   Jupyter Notebook

3. Jspano_MScQFin_ThesisJspano_MScQFin_ThesisPublic

   Supporting code for UvA Masters of Quantitative Finance thesis in CDS/Bonds arbitrage trading

   Jupyter Notebook 3

4. Retail-Customer-Classification-ModellingRetail-Customer-Classification-ModellingPublic

   Classification ML models for predicting customer outcomes (namely, whether they're likely to opt into email / catalog marketing) depending on customer demographics (age, proximity to store, gender,…

   Jupyter Notebook 3

5. Retail-TimeSeries-Forecasting-MethodsRetail-TimeSeries-Forecasting-MethodsPublic

   A comparative breakdown of traditional econometric timeseries models vs. more modern ML methods for predicting a retail firm's sales over a short to medium horizon

   Jupyter Notebook

6. UvA_QuantitativeFinance_AssignmentsUvA_QuantitativeFinance_AssignmentsPublic

   Contains the code used in submission of assignments for the Masters of Quantitative Finance at the University of Amsterdam in 2019-2020

   Jupyter Notebook