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1. cds-convertible-bond-pricing cds-convertible-bond-pricing Public

   Pricing framework for CDS written on convertible bonds using credit intensity modeling and Least-Squares Monte Carlo.

   Jupyter Notebook

2. parisian-options-pricing parisian-options-pricing Public

   Pricing of Parisian options using binomial trees and Monte Carlo simulation methods.

   Python

3. dupire-local-volatility-pricing dupire-local-volatility-pricing Public

   Local volatility calibration from implied volatility surfaces using Dupire’s formula, with Monte Carlo pricing of vanilla and exotic options.

4. isolation-forest-fraud-detection isolation-forest-fraud-detection Public

   Fraud detection using Isolation Forest, anomaly detection and imbalanced learning methods.

   Jupyter Notebook

5. pdd-impairment-provision-modeling pdd-impairment-provision-modeling Public

   Monte Carlo estimation of durable impairment provisions using stochastic rates, Brownian bridge correction and model point aggregation.

   Jupyter Notebook

6. energy-cross-commodity-quant-research energy-cross-commodity-quant-research Public

   Quantitative research framework for energy market signals, spread analysis and transaction-cost-aware backtesting.