thinking
Financial Mathematics at NC State University
skhinch@ncsu.edu
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Analytics at Wells Fargo
- Raleigh
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Heston-Options-Pricing-Engine
Heston-Options-Pricing-Engine PublicA full-stack quantitative finance platform for pricing, calibrating, and analyzing options under the Heston stochastic volatility model.
Python
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Volatility-Modeling-using-GARCH
Volatility-Modeling-using-GARCH PublicThis project investigates the modeling of financial market volatility using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, specifically focusing on the GARCH(1,1) spec…
Jupyter Notebook
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Portfolio-Risk-Factor-Attribution
Portfolio-Risk-Factor-Attribution PublicQuantitative return attribution of a U.S. equity portfolio using the Fama-French 5-Factor model with OLS regression and diagnostics.
Jupyter Notebook
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