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[rqt881]

Group members:

  • Louise Legart

This repository contains

  1. Inaugural project.
  2. Data project. I fetch data via the Yahoo Finance API and constructing efficient portfolios under conditions of estimation uncertainty. Additionally employing simulations I examine how different sample sizes can influence the accuracy and stability of the efficient frontier.
  3. Model project. The project, titled Black-Scholes Model Analysis, delves into the pricing of options. It begins by exploring the analytical solution provided by the Black-Scholes model, then transitions to a numerical approach using the binomial tree method. As an extension for further research, the analysis looks at American options.

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