MSc Financial Mathematics @ KTH
- Stockholm
-
04:18
(UTC +01:00) - in/pontus-hovberger
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Projects within quantitative finance
4 repositories
Predicting Equity Fund Returns: The Impact of the Momentum-Factor on Performance.
1
Updated Jul 22, 2024
Black Scholes and Binomial Models for pricing European Options and Longstaff Schwartz for pricing American Options
Module to retrieve and process stock information using yfinance. Used in other projects such as Option Pricing and Brinson-Fachler return attritbution.
Investigating whether ESG-score and/or firms committed to SBTi have an effect on financial performance of US stocks