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Tanmay Sah's Projects

codinginterviews icon codinginterviews

This repository contains coding interviews that I have encountered in company interviews

dawp icon dawp

Derivatives Analytics with Python (Wiley Finance)

ga_sessions icon ga_sessions

A Placeholder of all the scripts & notebooks which I'll be using for GA Sessions

hmmlearn icon hmmlearn

Hidden Markov Models in Python, with scikit-learn like API

integrated-credit-modeling-ccar-to-cecl icon integrated-credit-modeling-ccar-to-cecl

• Calculated the Capital Ratios,Risk Weighted Assets, Capital requirement over projected time horizon for both CCAR and CECL. • Created PD model using Time Series,Logistic regression,Random Forests,Neural Networks,Markov transition Matrix. • Software used various SAS 9.4, Python.

lvvd icon lvvd

Listed Volatility and Variance Derivatives (Wiley Finance)

py4fi2nd icon py4fi2nd

Jupyter Notebooks and codes for Python for Finance (2nd ed., O'Reilly) by Yves Hilpisch.

python icon python

All Algorithms implemented in Python

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