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MTH9815-Trading-System
MTH9815-Trading-System PublicA project of building and running a trading system according to service oriented architecture standard.
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MTH9815-Asset-Backed-Security-Modeling
MTH9815-Asset-Backed-Security-Modeling PublicA project of implementing, modeling, and simulating asset-backed securities.
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FREGY6831-Computational-Methods
FREGY6831-Computational-Methods PublicA project of realizing computational methods for finance, including finite difference methods, radial basis functions, and Monte Carlo simulations.
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