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Name: Will Carpenter

Type: User

Bio: Princeton B.A. Economics and Finance, Class of 2021

Location: New York, NY

Blog: [email protected]

WILL CARPENTER

Good, better, best. Never it rest. 'Til your good is your better and your better is best.

To see far is one thing, going there is another. - Constantin Brancusi

Plans are useless, but planning is indispensable. - Dwight D. Eisenhower

We didn't come here to take part, we came here to take over! - Conor Mcgregor

Thanks for stopping by! I work full time in the mortgage-backed securities industry and have a side passion for programming and visual arts.

Focus Projects: MMA Betting, Interest Rate Models, Pythonic Poker.


Contact me	[email protected]
Artwork inquiries	[email protected]
Personal Website	Link (in progress)

Future projects of interest: hospital pricing transparency, whaling, inflation derivatives.

Will Carpenter's Projects

abs-research

Undergraduate research on ABS and CMBS performance during COVID-19

bdt-model

Implementing a Black-Derman-Toy interest rate model.

black76

Implementing the Black '76 option pricing model, also known as Black's formula.

bond-metrics

Programs to evaluate interest rate risk for bonds.

data-sources

Repository to hold a record of useful data sources for market data.

economics-junior-paper

A repository to hold a copy of junior independent research paper.

economics-senior-thesis

A repository to store a copy of a research paper for an Economics Senior Thesis.

equity-derivative-models

Numerical methods for option pricing with lattices, Monte Carlo, Black-Scholes, etc.

fixed-income-valuation

Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.

french

Notes for learning the French language

gre

CFA Level I comprehensive exam preparation notes

interest-rate-models

Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.

interest_rate_volatility

Inferring interest rate volatility from prevailing market derivative prices on caps/floors. Implementation makes extensive use of the Black76 model (Black's Formula).

knowledge

Compilation of miscellaneous notes on people, history, books, etc.

libor-market-model

Implementation of the celebrated Libor Market Model (LMM) for interest rate derivative pricing.

markets

Aggregation of market indicators, financial history, and other useful investing metrics.

mathematics

A repository to aggregate notes on various mathematical topics most pertinent to financial applications.

matlab_reference

Repository to hold notes on using the MATLAB programming language.

mma-betting-model

Data-driven, sports wagering model for MMA (mixed-martial-arts) contests.

python

A repository to hold notes on using the Python programming language.

pythonic-poker

Poker bot implemented in Python.

resume

Personal resume and curriculum vitae

reverse-mortgage-analysis

Analyzing reverse mortgage (HECM) loan-level data.

subprime-auto-ml

Machine learning using loan-level subprime auto data.

wcarpenter.github.io

Personal Project Website - In progress

whaling

Exploratory analysis of whaling history data

wrcarpenter

Readme for home page.

yield-curve-models

Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.

z-spread

Python methods for bootstrapping a spot rate curve from Treasury data and calculating Z-spread for fixed income bonds.

wrcarpenter Goto Github PK

WILL CARPENTER

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