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Parth7/README.md

Hi there 👋

Building the next suite of pricing and hedging models for the FX franchise at ABN AMRO

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  1. Numerical-Methods-for-Finance Numerical-Methods-for-Finance Public

    Python based models or processes

    Jupyter Notebook 5 3

  2. AsianOptionPricing_MC AsianOptionPricing_MC Public

    Asian Option Pricing with C++ via Monte Carlo Methods

    C++ 4

  3. BinomialTree_OptionPricing BinomialTree_OptionPricing Public

    Using Binomial Model to price European or American options

    C++ 2 1

  4. Finite_Difference_Method_BSM Finite_Difference_Method_BSM Public

    Using Explicit Euler Finite Difference Method for pricing Black Scholes Model

    Jupyter Notebook 4 1

  5. Implied_Volatility_BSM Implied_Volatility_BSM Public

    Calculating Implied volatility from BSM using interval bisection method

    C++ 2

  6. Heston_Stochastic_Volatility_Model Heston_Stochastic_Volatility_Model Public

    Pricing Heston Stochastic Model using Monte Carlo

    C++ 3 1