Research

Statistical Jump Model
A Regime-switching model based on clustering and jump penalty
Last updated on Feb 23, 2024
Bond Curve and CDS Pricing Project
A standard model follows the ISDA CDS standard model
Last updated on Mar 4, 2024
PDF
Enhanced Portfolio Management - Paper review
An overview of the paper “Enhanced Portfolio Management” with python code.
Last updated on May 8, 2023
Code