Skip to content

ShutoAraki/FinancialEngineering

Repository files navigation

Financial Engineering Projects

Detailed analysis and its associated code/files can be found in each project folder.

Project 1

Given a set of stocks, our team generated and analyzed Efficient Frontier. The detailed analysis is here.

Project 2

On the same portfolio, our team conducted Beta Hedging on the real-time stock market to minimize the change in our initial asset.

Project 3

We compared different approaches in Delta Hedging on American options: Binary Tree and Black-Scholes Model.

Releases

No releases published

Packages

No packages published