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1. Black-Scholes-Merton-for-EU-Options Black-Scholes-Merton-for-EU-Options Public

   A project utilizing the Black-Scholes-Merton model to price European options, incorporating the Greeks to assess options pricing and visualize their effects for both call and put options, followed …

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2. Feature-Engineering-the-Nvidia-Stock Feature-Engineering-the-Nvidia-Stock Public

   A project focused on extracting NVIDIA stock data from Yahoo Finance and developing new features to enhance model building. By combining relevant data points, the project aims to uncover insights i…

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3. Heston-Model-for-Stochastic-Volatility- Heston-Model-for-Stochastic-Volatility- Public

   A project that implements the Heston stochastic volatility model to simulate asset prices and variance over time. The project explores the dynamics of asset prices under varying volatility structur…

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4. Real-Time-Algo-Trading Real-Time-Algo-Trading Public

   This project builds a real-time algorithmic trading system using Apache Flink, Apache Kafka, Python, SQL, and Docker, integrating Alpaca API for market data and trade execution. It features real-ti…

   Python 3 1

5. VaR-and-CVaR-Modelling VaR-and-CVaR-Modelling Public

   A project focused on modeling market risk using Value at Risk (VaR) and Conditional Value at Risk (CVaR) to assess potential losses in a portfolio. The project uses historical simulation and parame…

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6. Yield-Curve-Construction-for-US-Interest-Rates Yield-Curve-Construction-for-US-Interest-Rates Public

   A project dedicated to constructing the yield curve for U.S. interest rates using over the years. By applying the Nelson-Siegel and Nelson-Siegel-Svensson modeling techniques to analyze interest ra…

   Jupyter Notebook