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1. arsenal-psg-simulation arsenal-psg-simulation Public

   Bayesian Poisson and Monte Carlo simulation of an Arsenal–PSG final using xG, contextual weights and market comparison.

   Jupyter Notebook 2 2

2. ai-infrastructure-index ai-infrastructure-index Public

   Rules-based equity index covering the metals, electrification and data-centre infrastructure behind AI.

   Jupyter Notebook

3. autocall-athena-pricer autocall-athena-pricer Public

   Interactive Monte Carlo pricer for Athena autocalls with local volatility, CIR rates, sensitivities and backtesting.

   Python

4. bond_hedging_with_futures bond_hedging_with_futures Public

   DV01-based hedging of a €25m French OAT position with Euro-Bund futures, including basis risk and P&L analysis.

   Jupyter Notebook

5. greeks-on-options greeks-on-options Public

   Interactive Black–Scholes dashboard for option pricing, multi-leg strategies and first- and second-order Greeks.

   Python

6. iron-ore-futures-term-structure iron-ore-futures-term-structure Public

   Iron-ore futures curve research using PCA, Nelson–Siegel factors, physical proxies and procurement signals.

   Jupyter Notebook