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alframoss/README.md

👋 Hi, I'm Alfred!

  • 📚 I have studied a Master of Mathematics at the University of Warwick
  • 🔭 My main interests are in stochastic analysis and mathematical finance
  • 💬 Feel free to have a look at some of the projects I have completed
  • 📫 To contact me, drop an email to aramoswold4@outlook.com or message me on Linkedin www.linkedin.com/in/alfred-ramos-woldearegaye

Tech Stack

Python R Matplotlib NumPy Pandas SciPy scikit-learn TensorFlow keras

Popular repositories Loading

  1. black-scholes-european-option-pricing black-scholes-european-option-pricing Public

    Pricing European options using explicit Black-Scholes solution and Monte-Carlo method. Producing heat maps which display the variability in option price for varying volatility and spot price.

    Jupyter Notebook 2

  2. incentive-fees incentive-fees Public

    Masters dissertation numerically solving Hamilton-Jacobi-Bellman (HJB) equation in an extension of Merton's portfolio allocation problem using finite difference.

    Jupyter Notebook 1

  3. mean-variance-efficient-frontiers mean-variance-efficient-frontiers Public

    Constructing mean-variance efficient frontiers from MPT.

    Jupyter Notebook 1

  4. LSTM-algo-bot LSTM-algo-bot Public

    An LSTM price prediction model for a Brent crude algorithmic trading bot.

    Python 1

  5. alframoss alframoss Public