- 🔭 I’m currently working on: Options and Derivatives
- 🌱 I’m currently learning: Options Theory, Stochastic Calculus, Python, C++
- 💬 Ask me about Finance, Options, Convertible Bonds...
- ⚡ Fun fact: I have lived over 8 years in Asia
Quantitative Finance Python Application
Description: This application calculates option prices via two methods; Monte Carlo Simulation and Black-Scholes-Merton. Further, this application calculates Value at Risk and Conditional Value at Risk for any stock using two methods; Historical Method and Parametric Method (both for Normal and T -Distributions).
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