Statistical & Time Series Models

ARIMA

Autoregressive Integrated Moving Average

Time Series Forecasting

GARCH

Generalized Autoregressive Conditional Heteroskedasticity

Volatility Time Series

EWMA

Exponentially Weighted Moving Average

Volatility Weighting

Markov Chain

State transition modeling

Probability States

Risk Management Models

VaR

Value at Risk

Risk Loss Estimation

Monte Carlo Simulation

Random sampling for complex financial products

Simulation Pricing

Copula Functions

Model dependency structures between variables

Dependency Tail Risk

Asset Pricing & Portfolio Management

CAPM

Capital Asset Pricing Model

Pricing Beta

Black-Scholes Model

Options pricing model

Options Pricing

Volatility Models

Implied Volatility Models

Extract market expected volatility from option prices

Options Volatility

Credit Risk Models

Structural Models

Merton model and extensions

Default Risk Company Value
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