Maths & Finance (KCL) graduate | Focus: quantitative finance & computational methods.
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Peru Justo y Orgánico - Non Profit
- Delray Beach, USA | Lima, Peru
- www.perujustoyorganico.org
- in/andre-queirolo
Popular repositories Loading
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black-scholes-monte-carlo
black-scholes-monte-carlo PublicMonte Carlo simulation for European option pricing under the Black–Scholes model. Includes confidence intervals, convergence diagnostics, and visualizations.
Jupyter Notebook
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portfolio-optimization
portfolio-optimization PublicPython implementation of Markowitz mean–variance portfolio optimization, including efficient frontier, minimum-variance, and maximum-Sharpe portfolios with visualizations.
Jupyter Notebook
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var-modeling
var-modeling PublicValue-at-Risk (VaR) modeling using Historical Simulation and Parametric (variance–covariance) methods at 95% and 99% confidence levels. Applied to equities and portfolio data with Python.
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