Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.

A 股可转债统一接口，适应各种常见 api，用户直接操作 DataFrame，免去查字典、配置、统一化麻烦。

This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.

This project aims to construct the Equity Implied Volatility surface under the SABR model.

Implementation of Black-Scholes model, Jarrow-Rudd binomial tree model & butterfly spread option strategy

This project aims to calibrate dividends and volatility surfaces from listed European and American equity option prices.

📊options trading engine with real-time data from AlphaVantage.co

An interactive dashboard for options analyses

Jupyter notebooks implementing Finance projects

This project aims to construct the FX Volatility Surface and price FX Vanilla Options

Option Pricing using both Black-Scholes Model and Montecarlo Simulations

Calibration of Stochastic Volatility models on implied volatility smiles

A collection of algorithmic trading projects: strategy development, backtesting, ML-driven models, financial data analysis, and integrations with real trading platforms.

📈 Apply financial engineering techniques to option pricing using Monte Carlo simulations and the Black-Scholes model with clear, documented Python code.

This project analyzes stock market data, implements option pricing models (Binomial Trees, Black-Scholes-Merton and Monte Carlo Simulation), evaluates hedging strategies and constructs an optimized portfolio. It integrates derivative valuation with portfolio analysis to provide insights into risk management and investment decision-making.

Exploring Option Volatility: constant vs stochastic volatility models

A package to learn optimal hedges by a deep feed forward neural network, to minimise the terminal error

Personal project exploring options pricing and implied volatility using the Black-Scholes model. It fetches real market data, computes IVs, compares them with market values, and visualizes 2D/3D volatility surfaces — showcasing skills in Python, quantitative finance, data analysis, and financial modeling.