Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
Excel/Python application of stochastic methods for financial analysis
Derivatives models: Options
Pricing of binary options using Black-Scholes formulas
User-specified asset, strike price range, and time range for volatility surface construction. Interactive UI built using React.
Black-Scholes derivatives pricing model implementation in Google Sheets.
A C++ library for implementing and visualising derivative pricing models and volatility surfaces, with a focus on pedagogical clarity.
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