Python | Quantitative Finance | Financial Engineering | Algorithmic Trading Welcome to my Quantitative Finance and Financial Engineering portfolio.

This repository contains financial models and data analysis projects developed using Python as part of my learning journey in the Master of Science in Financial Engineering.

Implementation of the Nelson-Siegel model to estimate the term structure of interest rates.
Project: yield-curve-model/

Markowitz Mean-Variance portfolio optimization to determine optimal asset allocation.
Project: portfolio-optimization/

Value at Risk (VaR) model for estimating portfolio downside risk.
Project: risk-management/

Black-Scholes model for pricing European call options.
Project: option-pricing/

Moving average crossover strategy for generating trading signals.
Project: algorithmic-trading-strategy/

Python
NumPy
Pandas
Matplotlib
SciPy

Gbenga Olufisayo
Master of Science in Financial Engineering