Projects

Things I've made for fun and for curiosity.

2026

Buying loans whole, selling them in tranches

An applied-math study of a consumer-loan securitization: exact yield identities, a closed-form loss law, and a sensitivity analysis of the arbitrage. Synthetic data throughout.

2026

Boids and Hoiks: a predator–prey flocking model

A Python simulation of a flock hunted by size-dependent predators, with a queueing-theory model of the predators' life cycle and a sensitivity analysis. Includes a video of the simulation.