Financial Engineering in R
Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative research pipelines
This project aims to price CMS-based payoffs : Forward, Vanilla, and Spread Option.
This repository holds the code in python to simulate the Girsanov Theorem for a Bachelier price path
Research programme on stochastic theory, speculation, markets and risk.
PyTorch replication of Differential ML with a Difference: neural option pricing, DML Greeks, and Monte Carlo experiments in Black–Scholes and Bachelier models.
Derivatives pricing and risk models in Python: stochastic volatility, jump diffusion, Monte Carlo VaR, and Black-Scholes Greeks cross-validated with finite differences and automatic differentiation
Open-source options pricing & analytics — BSM, Black 76, Bachelier, CRR, with a FastAPI server.
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