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Projects

XVA Engine
XVA Framework for Centrally Cleared Derivative Portfolios under Basel III/IV and EMIR
 Heston Stochastic Volatility Model
Heston Stochastic Volatility Model for Exotic Option Pricing
 Simple ML Projects
Simple Machine Learning Projects
 GBM Portfolio Modelling
Stochastic Modelling of Multi‑Asset Portfolios
 Options Pricing
European Options Pricing & Sensitivity Analysis
 Breast Cancer Classification
Breast Cancer Detection (Logistic Regression)
 One-Period Binomial Pricing
Pricing Options with the One-Period Binomial Model
 Vehicle Claims Prediction using a Poisson GLM
Vehicle Claims Prediction using a Poisson GLM
 Bornhuetter-Ferguson Based Reserving Engine
Bornhuetter-Ferguson Based Reserving Engine