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MBRC-Pricing
MBRC-Pricing PublicBloomberg terminal-integrating python code to price Multi Barrier Reverse Convertibles (MBRC) as the expected value of fair values derived through differential equations during multiple (1000) Mont…
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SDA-Oliver-Kostorz-SMART-Sentiment-Analysis
SDA-Oliver-Kostorz-SMART-Sentiment-Analysis PublicUniversity project for the course SMART Data Analytics at the University of St. Gallen (HSG) during the fall 2019 semester.
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BigData-fork
BigData-fork PublicForked from umatter/BigData
Course repository: Big Data Statistics for R and Python (Part I)
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MC-Simulation-Ensemble-Methods-Heterogeneous-Treatment-Effects
MC-Simulation-Ensemble-Methods-Heterogeneous-Treatment-Effects PublicA fully reproducible Monte Carlo Simulation, assessing the relative efficiency of Ensemble Methods when estimating heterogeneous treatment effects in Selection on Observables settings.
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