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      • Model Development & Validation
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    • Model Development & Validation
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Welcome > Blog > Uncategorized
  • December 22, 2021
  • Abhyankar Ameya
  • Uncategorized

Pricing Commodity options with Python

Globally, the options market is huge. Options trade on both: Organized Exchanges and the much bigger Over the Counter (OTC) market. Further, this derivative product...
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  • December 11, 2021
  • Abhyankar Ameya
  • Uncategorized

Pricing Analytics – American Options

Options form an important part of the portfolio of banks, financial institutions and investors. Traded on regulated Exchanges as well as the Over-the-Counter (OTC) market,...
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  • December 10, 2021
  • Abhyankar Ameya
  • Uncategorized

Risk Analytics using Parallel Processing

In this article we will understand the application of parallel computing for Risk Analytics. We introduced ourselves to the concept of parallel processing in my...
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  • December 1, 2021
  • Abhyankar Ameya
  • Uncategorized

BSFI industry: Trends, Analytics and Careers

Overview An economy has certain sectors that are considered as its centerpiece, and a large part of economic activities are driven by these sectors. One...
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  • November 4, 2021
  • Abhyankar Ameya
  • Linear Algebra, Uncategorized

Principal Component Analysis for Finance

In today’s era of advanced financial analytics, quantitative concepts that have been around for quite some time are finding their applications in the domain of...
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Recent Posts

Methodology for Credit Value Adjusted (CVA) Capital Charge calculation March 11, 2022
Capital Charge for Market related Off-Balance Sheet exposures February 4, 2022
Pricing Commodity options with Python December 22, 2021
Pricing Analytics – American Options December 11, 2021

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