Maruf Bepary

Computational Finance Assignment

An assignment exploring valuation of options using methods like Black-Scholes, binomial trees, and Monte Carlo. Also includes theoretical aspects of put-call parity and financial arbitrage opportunities.

Programming Languages:

  • Python

Technologies, Libraries & Frameworks:

  • NumPy
  • Matplotlib
  • Jupyter Notebooks
  • Git
  • GitHub

Computational Finance Assignment

Description

An assignment exploring valuation of options using methods like Black-Scholes, binomial trees, and Monte Carlo. Also includes theoretical aspects of put-call parity and financial arbitrage opportunities.

Language

Links