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I am a student in the MSc in Quantitative Finance course at ETH Zurich.
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Swaption-Pricing
Swaption-Pricing PublicThis contains an implementation to price Swaptions using Black/Bachelier/Hull-White/Monte-Carlo models. Vega calculations still remain to be incorporated.
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Pandemic-Epidemic_Interactions
Pandemic-Epidemic_Interactions PublicStudy and Analysis of Interactions of competing Pandemic and Epidemic diseases
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