A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
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Updated
Sep 12, 2024 - Python
A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.
SABR Implied volatility asymptotics
A Jupyter Notebook that provides tools for analyzing and pricing stock options using the Implied Volatility and Monte Carlo Simulation.
These reports were developed for the course Stochastic methods for finance using real data from yahoo finance and analyzing it via excel VBA
Classroom and assignments codes for Quantitative Finance (2020, FGV-EMAp).
[NCCU Fall 2021] Option Valuation and Application Course Project
Java Spring Collaborative Project built by Erik van Erp, David Moore, & Coren Frankel
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