Quantitative Finance

Calibration of the Financial Model Based on Market Data (S&P 500)

Implemented in Matlab. Analysis of implied volatility. Manipulation of the Black-Scholes Model.

Calibration of the Financial Model Based on Market Data (S&P 500)

Implemented in Matlab. Analysis of implied volatility (smile). Manipulation of the Black-Scholes Model.

Markov Chains in Finance

Implemented in Matlab. Monte-Carlo Markov Chain, Dynamic Programming.

Markov Chains in Finance

Implemented in Matlab. Monte-Carlo Markov Chain, Dynamic Programming methods to price options were implemented.

Bloomberg Market Concepts

Basic Bloomberg Market Concepts given by Bloomberg for Education