Quantitative Finance

Advanced Option Pricing Model

A pricing suite covering Black-Scholes-Merton, Heston stochastic volatility (via Fourier transforms), and Monte Carlo simulation with antithetic variates. Includes full Greeks surfaces and 3D volatility visualization. Built as a Streamlit dashboard.

Full case study coming soon.

The interactive write-up for this project is in progress. Check back shortly.

Key Highlights

▸BSM pricing with full Greeks surface

▸Heston model via Fourier transforms

▸3D volatility surface visualization

▸Interactive Streamlit dashboard

Technologies

DerivativesPythonStochastic VolatilityStreamlit