Created a custom VBA class to simulate bit operations, enabling spreadsheet encryption via DES. Built functions including 16-round subkey generation, expansion functions, S-Box substitutions, and file parsing modules for full encryption and decryption.
Senior capstone mathematical modeling project. Calculated and used forward curves to price bonds across all S&P Global credit rating levels across various time horizons. Modeled and compared cumulative default rates for each rating across a 10-year period, implementing Credit Metrics Monte Carlo simulations with Markov models to forecast portfolio-level credit Value at Risk.
