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financial-eng_risk-mgmt

Python projects for Columbia's course in Financial Engineering and Risk Management

financial-engineering-and-risk-management-ii

coursera course

financial-engineering-project

Price structured derivatives in stock indexes. The structured product to be priced is an actual trade made by Morgan Stanley Bank in 2019.

financial-health

financial-modeling

Financial Models using vba script and Python

financial-programming-python

Optimization: Bisection, Brent method, Muller-Bisection, Newton method, New newton (brent as fill-in), New Harley (brent as fill-in), Halley's irrational formula

financial-ratio

Learn how to implemented the financial ratio like liquidity ratio, activity ratio, solvency ratio, etc with python programing langgue.

financial-ratio-analysis

financial-risk-analysis-with-python

financial-risk-analysis_credit-card

The dataset we are analyzing comes from a bank in Taiwan and contains information from April 2005 to September 2005. There is some interesting background to this data because Taiwan underwent a credit card crisis around the same time.[1] The Taiwanese government allowed the formation of new banks in 1990. Within a couple of years of this, the banks turned to credit and cash cards to expand their businesses. The banks spent lots of money on advertising their credit cards mainly targeting young people. Requirement for credit card approvals were lowered so that even those without any income or any other means to pay back were able to acquire them. Moreover, the banks made it seem as if these credit cards could be consumed without any consequences thus attracting many customers. This careless and short-sighted act resulted in massive debts for many Taiwanese people. By February 2006, debts from credit card reached $268 billion and more than 500,000 people were not able to repay their loans thus becoming what came to be known as ”credit card slaves” (those who could only pay the minimum balance on their credit card debt every month). This issue resulted in significant societal problems including crime, violence, home- lessness and suicides. The suicide rate in Taiwan is the second highest in the world. 2 The suicide rate in 2008 increased 22.9% compared to the rate in 2005, and the main reason is unemployment and credit card debt. The Taiwanese Finance Supervisory Commission took some strict counter measures to deal with these problems. Banks were ordered to modify their requirements for issuing credit cards such as rais- ing the income and job requirements, prohibiting improper credit card commercials, prohibiting inappropriate collection behaviors and prohibiting compound interest.

financial-risk-analytics-

Applied Exploratory Data Analytics concepts and identified the customers who are likely to default a given loan.

financial-risk-management

GARCH and EVT

financial-risk-management-1

Code for Financial Risk Management

financial-risk-management-2

Python class calculating VaR and Monte Carlo Simulation

financial-risk-management-3

Financial exercises

financial-risk-management-4

Design a model to compute all sorts of VaR of a portfolio(stocks and options) and backtest

financial-stress-index-for-turkey

We develop a high frequency (daily) financial stress index for Turkey with an application of Composite Indicator of Systemic Stress (CISS) methodology

financial-transaction-summary-dashboard-r-shiny

Displaying the sum of transactions in households' portfolio categorized by country, purpose, item, and demographic features

financial_advisor

financialdashboard

financialengineering-riskmanagement

The folder is for FE&RM cases

financialmodeling

Repo for data, scripts and reports related to modeling risk in financial markets

financialratios

financial ratio calculator

financialresearch

financialrisk

Lang.: R. This is a project to price various options as up-and-out being the most complex. Theory: MonteCarloSimulation, HestonFunction, BlackScholes, Static hedging vs. Dynamic hedging

financialriskanalytics

Codebase from Financial Risk Analytics Project

financialriskcontrol

Financial Risk Control

financialriskfactor

Computing financial risk factor and decrease in cost of functions using feed forward neural network(SGD)

financialriskmanagement

A simple repo for a financial risk management application

financialriskratios

Calculating Financial Risk for any ticker