Quantitative Analyst, self proclaimed long life learner. Interested in credit risk, finance in general and everything with applied probability.
-
UBS
- Hoboken, New Jersey
Popular repositories Loading
-
VBA_Time_Series
VBA_Time_Series PublicUnit root tests, ARIMAX, GARCH models for the time being
-
-
-
mathematica-garch
mathematica-garch PublicGarch models to be used in Wolfram Mathematica
Mathematica 1
-
-
master-thesis-in-Mathematica
master-thesis-in-Mathematica PublicEstimation of liquidity-adjusted VaR using GARCH models
Mathematica 1
Something went wrong, please refresh the page to try again.
If the problem persists, check the GitHub status page or contact support.
If the problem persists, check the GitHub status page or contact support.