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Double degree at Hfwu Nurtingen (DE) and University of Pisa (IT)
Hi, I’m Matteo 👋
Focused on financial analytics, data projects, and risk analysis.
Developing projects in finance and data analysis.
📫Reach me on LinkedIn
Popular repositories Loading
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Quantitative-Risk-Analysis-of-the-FTSE-MIB
Quantitative-Risk-Analysis-of-the-FTSE-MIB PublicThis repository contains a financial analysis in python of the FTSE MIB. From raw data I conduct an historical risk analysis, calculate key financial metrics (Annualized Returns / Volatility, Drawd…
Jupyter Notebook 1
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Arbitrage-Free-Implied-Volatility-Surfaces
Arbitrage-Free-Implied-Volatility-Surfaces PublicThis project studies the construction and simulation of arbitrage-free implied volatility surfaces. It implements no-static-arbitrage conditions, eSSVI/SVI parameterizations, calibration to real ma…
Jupyter Notebook
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