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1. regime_switching_modeling regime_switching_modeling Public

   Regime Switching Models

   Jupyter Notebook 7 2

2. derivatives_models_for_options derivatives_models_for_options Public

   Derivatives modeling - volatility models

   C++ 5 2

3. volatility-modeling-commodities-and-index volatility-modeling-commodities-and-index Public

   Research paper replication on GARCH-family models

   Python

4. derivatives-models-short-rate-model-calibration derivatives-models-short-rate-model-calibration Public

   Derivatives modeling - short rate calibration framework

   C++