A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance

Options P/L in React

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

Declarative approach to financial derivatives on Ethereum

This is a repository that cosists of my files produced when learning from the book: 基于Python的金融分析与风险管理第二版

This project implements an options pricing model based on the Black-Scholes formula, featuring visualizations and Greek partial derivatives for in-depth analysis.

Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

A significantly sized (~800 LoC) interview assignment, for which I wrote Ethereum smart contracts (and associated automated tests) to create a financial derivative product

European style options protocol felt-powered by Optio Standard

SOFR Swaption Pricer

A point relaxation algorithm for pricing and computing optimal exercise boundaries for American options

This repository contains my Financial Derivates course content with implementation in Python on stocks containing Portfolio Optimization, technical analysis, operations on series and dataframes, grouping, aggregations, time series, trends and visualization (Using numpy, pandas, matplotlib etc).

Some Overview Of Financial Derivatives

This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP

A standard interface for managing tokenized rights and obligations

Quantitative Analytics Suite A hands-on Python project inspired by JPMorgan’s quantitative research challenges. It covers four core modules: natural gas price forecasting, storage contract pricing, credit risk modeling (PD & expected loss), and FICO score quantization using DP and likelihood optimization.

Time Based Opening Range Breakout System by ARKO Quantum S.R.L

Comprehensive analysis of delta hedging strategies, the methodology involves utilizing mathematical models (such as Black-Scholes and geometric Brownian motion) to simulate option pricing and stock price movements. It focuses on managing delta risk through dynamic hedging strategies and evaluates the impact of different hedging approaches.