Alexandru Giurca (@AlexandruGiurca)
github

AlexandruGiurca

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  • Global Rank 1,854,108 (Top 64 %)
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  • Registered almost 5 years ago
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  • Location πŸ‡³πŸ‡± Netherlands
  • Country Total Rank 18,467
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Top repositories

1

LGD-Beta-Distribution

Modelling LGD with a Generalized Autoregressive Score (GAS) Model for a time-varying beta distribution. Implementation of Maximum Likelihood Estimation and Prediction.
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2

Dynamic-Hedging-Derivatives

Implementation of a dynamic, self-financing hedging strategy that replicates the payoff of certain derivatives.
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