- New York, NY
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01:08
(UTC -04:00) - [email protected]
- in/williamrcarpenter
- carpenterthepainter
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MMA-Betting-Model Public
Data-driven, sports wagering model for MMA (mixed-martial-arts) contests.
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wcarpenter.github.io Public
Personal Project Website - In progress
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Interest-Rate-Models Public
Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
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Z-Spread Public
Python methods for bootstrapping a spot rate curve from Treasury data and calculating Z-spread for fixed income bonds.
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Equity-Derivative-Models Public
Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.
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Reverse-Mortgage-Analysis Public
Analyzing reverse mortgage (HECM) loan-level data.
1 UpdatedFeb 24, 2024 -
Fixed-Income-Valuation Public
Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.
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Economics-Senior-Thesis Public
A repository to store a copy of a research paper for an Economics Senior Thesis.
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ABS-Research Public
Undergraduate research on ABS and CMBS performance during COVID-19
TeX UpdatedAug 20, 2023 -
Python Public
A repository to hold notes on using the Python programming language.
UpdatedMay 7, 2023 -
Markets Public
Aggregation of market indicators, financial history, and other useful investing metrics.
UpdatedMar 18, 2023 -
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Knowledge Public
Compilation of miscellaneous notes on people, history, books, etc.
UpdatedDec 26, 2022 -
Economics-Junior-Paper Public
A repository to hold a copy of junior independent research paper.
TeX UpdatedMay 28, 2022 -
Mathematics Public
A repository to aggregate notes on various mathematical topics most pertinent to financial applications.
UpdatedDec 8, 2021 -
Data-Sources Public
Repository to hold a record of useful data sources for market data.
UpdatedSep 19, 2021 -
Yield-Curve-Models Public
Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.
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Interest_Rate_Volatility Public
Inferring interest rate volatility from prevailing market derivative prices on caps/floors. Implementation makes extensive use of the Black76 model (Black's Formula).
1 UpdatedApr 10, 2021 -
MATLAB_Reference Public
Repository to hold notes on using the MATLAB programming language.
UpdatedApr 3, 2021 -
Black76 Public
Implementing the Black '76 option pricing model, also known as Black's formula.
UpdatedMar 30, 2021 -
Libor-Market-Model Public
Implementation of the celebrated Libor Market Model (LMM) for interest rate derivative pricing.
UpdatedMar 30, 2021