Skip to content
View PiotMik's full-sized avatar
🏠
Working from home
🏠
Working from home
5 followers · 0 following

Achievements

Achievement: YOLOAchievement: QuickdrawAchievement: Pull Sharkx2

Achievements

Achievement: YOLOAchievement: QuickdrawAchievement: Pull Sharkx2

Block or report PiotMik

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
PiotMik/README.md

Hello there! I'm Piotr 👋

Mathematician, risk quant, Python enthusiast

About the account

This account is a portfolio of different code snippets, interesting projects, certificates and presentations I delivered in the past. What you'll find here are materials related to risk management, quantitative finance and applied mathematics.

Feel free to snoop around, and feel welcome to contact me if you'd like to discuss some of the ideas, or collaborate.

Personal picks:

Pricing crack spread options D-vine quantile regression for Stress Testing Airlines passenger satisfaction prediction
Walkthrough of copula-based Monte Carlo for crack spread option valuation. Delivered as part of a course at AGH University Case study/presentation delivered during 2021 KNMF conference of financial mathematics. Copula basics, quantile regression with D-vine copula structures, and a showcase of an application in stress testing. Binary classification, end-to-end ML group project delivered for a course at AGH University.

Feel free to browse my repositories.

Connect with me:

piotr-mikler-5177b3211 piotr.mikler1997@gmail.com

Languages and Tools:

R project python matlab git

Pinned Loading

  1. spread-options spread-options Public

    Repository with materials for presentation on spread options for AGH Exotic Options seminar

    Jupyter Notebook

  2. Airlines Airlines Public

    Forked from adamszczerba/Airlines

    Passenger Satisfaction Prediction

    TeX

  3. GreeksHedging GreeksHedging Public

    Repository with code for presentation on derivatives hedging with greeks for the Financial Engineering course at AGH University of Science and Technology.

    Jupyter Notebook

  4. OIS_curve_modeling OIS_curve_modeling Public

    Repository with materials for presentation on OIS curve modeling for AGH interest rate models seminar.

    Jupyter Notebook 1