Skip to content
View FlorentYigbe's full-sized avatar
🖱️
🖱️
1 follower · 1 following

Achievements

Achievement: Quickdraw

Achievements

Achievement: Quickdraw

Block or report FlorentYigbe

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
FlorentYigbe/README.md

Hi, I'm Florent !

Business Mathematics student at the University of Mannheim focused on developing skills in quantitative finance through hands-on projects. I built Quantitative-Portfolio-Optimizer, a python-based multi-asset portfolio optimization engine spanning equities, fixed income, and commodities, an European call option pricing model via Monte Carlo simulations validated against Black-Scholes and VaR-CVaR-Simulator, a risk simulation tool for portfolio tail-risk analysis.

Open to summer internships in:

  • Structuring
  • Trading
  • Traditional Asset Management
  • Fundamental and Quantitative Asset Management

⚡ Fun fact: I'm just as passionate about literature as I'm about quantitative finance !

📫 Reach me: yigbekofi@gmail.com | LinkedIn

🛠️ Tech Stack

Python Jupyter Pandas NumPy Spicy Matplotlib Seaborn

Pinned Loading

  1. Quantitative-Portfolio-Optimizer Quantitative-Portfolio-Optimizer Public

    A quantitative portfolio optimizer built in Python, applied to a diversified universe of 29 global assets spanning European equities, international equities, fixed income, and alternative assets.

    Jupyter Notebook 1

  2. VaR-CVaR-Simulator VaR-CVaR-Simulator Public

    Monte Carlo simulation estimating a portfolio's Value at Risk and Conditional Value at Risk at 95% confidence.

    Python 1

  3. European-Call-Option-Pricing European-Call-Option-Pricing Public

    Prices an European call option using Monte Carlo simulation, validated against the Black-Scholes closed-form formula.

    Python 1

  4. Pi-Estimator Pi-Estimator Public

    Estimates the value of π using Monte Carlo simulation and random point sampling in a unit circle.

    Python