MS Financial Engineering Student at NYU Tandon
Creating applied quantitative finance projects.
Popular repositories Loading
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Optimized_Option_Pricer
Optimized_Option_Pricer PublicBlack-Scholes option pricing for European and American perpetual options. Asian options are priced via Monte-Carlo simulations to replicate a random average price movement.
C++
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Eviews_WTI_Oil_Research
Eviews_WTI_Oil_Research PublicWTI Oil returns and volatility modeling project - an EViews program
xBase
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Option-Pricer-3.0
Option-Pricer-3.0 PublicA Python Streamlit application of my previous C++ option projects with the addition of trade recommendations and hedge strategies
Python
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CarryTrade
CarryTrade PublicImplementation of a GARCH based volatility indicator for the carry trade
Jupyter Notebook
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