rkhuran Goto Github PK
Name: Rohit Khurana
Type: User
Company: North Carolina State University
Bio: Model Risk Management | Pricing | Quantitative Risk| Project Management
Location: New York City, NY
Name: Rohit Khurana
Type: User
Company: North Carolina State University
Bio: Model Risk Management | Pricing | Quantitative Risk| Project Management
Location: New York City, NY
CECL - Modelling - SAS
Forecasted the Expected Credit Loss, over the lifetime of the mortgage. Built Loan-level PD Model using Markov Chain Transition Matrix and logistic regression with six transition states and validated them using backtesting.
CECL Presentation - PD and LGD Models
CFA Global Research Challenge (MONTE CARLO |EQUITY VALUATION) PYTHON, Excel, Bloomberg
Credit Evaluation for Investment - Machine Learning Project
Estimating Pi Using Monte Carlo
ETF Portfolio Performance Report
Calculated various risk sensitivities (delta, gamma, rho, vega and theta) for call and put options with underlying as Public Listed Company (Amazon stock) and devised a strategy for taking an exercise decision with variation of stock prices.
Forecasting the Bitcoin Price Direction Using Web Search Data
Valuation of Futures & Identification of Arbitrage Opportunities (MARKET RISK| PRICING| ALGORITHM) Python, Excel
REDUCING SURGE PRICES FOR RIDE HAILING SERVICES - (NHPP| Monte Carlo Simulation| UBER/ LYFT )
SOFR Study and Prediction
Valuations of Options through MonteCarlo
VAR and Expected Shortfall Calculation for Portfolio Creation (STATISTICAL ANALYSIS | MARKET RISK) R, EXCEL Created an investment portfolio comprising of large-cap stocks by estimating expected shortfall, statistical analysis and further distribution fitting.
A declarative, efficient, and flexible JavaScript library for building user interfaces.
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
The Web framework for perfectionists with deadlines.
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
We are working to build community through open source technology. NB: members must have two-factor auth.
Open source projects and samples from Microsoft.
Google ❤️ Open Source for everyone.
Alibaba Open Source for everyone
Data-Driven Documents codes.
China tencent open source team.