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  1. PortAnalytics PortAnalytics Public

    Introduction to Portfolio Construction and Analysis with Python - Coursera

    Jupyter Notebook 24 15

  2. PortAnalyticsAdvanced PortAnalyticsAdvanced Public

    Advanced Portfolio Construction and Analysis with Python - Coursera

    Jupyter Notebook 18 10

  3. FERM-1 FERM-1 Public

    Coursera Financial Engineering and Risk Management Columbia University

    C++ 7 5

  4. QuantLib-Lambda QuantLib-Lambda Public

    My AWS Lambda based QuantLib swap exposures code repo

    Python 2 1

  5. isda_model isda_model Public

    Python 3 1

  6. FERM-2 FERM-2 Public

    Coursera Financial Engineering and Risk Management Columbia University Part II

    Python 8 2