Student @eth-zurich in Computational Science and Engineering - Specializing in Quantitative Finance
Highlights
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option-pricing
option-pricing PublicA production-style quantitative valuation pipeline for equity options, combining high-performance pricing models with a full data and calibration workflow.
Jupyter Notebook
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geospatial-uncertainty-modeling
geospatial-uncertainty-modeling PublicA Dagster-based data engineering pipeline for modeling geospatial weather uncertainty using EOF decomposition and Ornstein–Uhlenbeck stochastic processes.
Jupyter Notebook
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