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  1. YumECL-SAS YumECL-SAS Public

    A credit risk modeling framework for Canadian retail portfolios (IFRS 9 Compliant)

    SAS 1

  2. Game Game Public

  3. portfolio-optimisation portfolio-optimisation Public

    Python

  4. yumengqueensu.github.io yumengqueensu.github.io Public

    My personal website!

    JavaScript

  5. can-mc-xva can-mc-xva Public

    can-mc-xva: Monte Carlo European Option Pricing with CORRA/OIS Discounting and Simplified XVA (CVA, CSA/Netting)

    Jupyter Notebook