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1. Simulations & Monte Carlo Methods in Python for Option Pricing.ipynb

1. Simulations & Monte Carlo Methods in Python for Option Pricing.ipynb

 
 

2. Monte Carlo Methods for Risk Management.ipynb

2. Monte Carlo Methods for Risk Management.ipynb

 
 

3. Fourier Methods for Option Pricing.ipynb

3. Fourier Methods for Option Pricing.ipynb

 
 

4. Models for Local Volatility - Dupire, CEV, and The Heston Model.ipynb

4. Models for Local Volatility - Dupire, CEV, and The Heston Model.ipynb

 
 

5. Pricing Interest Rate Options.ipynb

5. Pricing Interest Rate Options.ipynb

 
 

6. Model Calibration.ipynb

6. Model Calibration.ipynb

 
 

Black-Scholes - Portfolio Replication Method.ipynb

Black-Scholes - Portfolio Replication Method.ipynb

 
 

CRT 3 Fourier.ipynb

CRT 3 Fourier.ipynb

 
 

Collaborative Review Task M2.ipynb

Collaborative Review Task M2.ipynb

 
 

Equivalent Local Martingales Measures and Girsanov's Theorem.ipynb

Equivalent Local Martingales Measures and Girsanov's Theorem.ipynb

 
 

Pricing Vanilla Options Under the Risk-Neutral Measure.ipynb

Pricing Vanilla Options Under the Risk-Neutral Measure.ipynb

 
 

README.md

README.md

 
 

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Computational-Finance

1. Simulations & Monte Carlo Methods in Python for Option Pricing

2. Monte Carlo Methods for Risk Management

3. Fourier Methods for Option Pricing

4. Models for Local Volatility - Dupire, CEV, and The Heston Model

5. Pricing Interest Rate Options

6. Model Calibration

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