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  1. High-Frequency-Volatility-Modeling High-Frequency-Volatility-Modeling Public

    Jupyter Notebook

  2. Weather-Derivative-Pricing Weather-Derivative-Pricing Public

    This Python Pipeline explain how to model and price Weather Derivative, based on some assumptions. Multiple Pricing Engines are used to validate the model, and many models and way of modelling were…

    Jupyter Notebook

  3. p-spohr/Optimisfits p-spohr/Optimisfits Public

    FH des BFI Wien Advanced Topics in Asset Management project

    R 1