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SPX Option Implied Volatility Surface using SVI Parameterisation, its variants and the Heston Stochastic Volatiltiy Model. Implements and studies interpolation and smoothing techniques used by Bloo…
Dynamic Term Structure Modeling & Arbitrage-Free Interest Rate Simulation: A research-level fixed income quant project implementing a full interest rate modeling pipeline from raw Treasury data to …
A live options credit spread trading dashboard for Indian markets, built on top of the AngelOne API. Trades Bear Call Spreads and Bull Put Spreads on Nifty with automated entry screening, real-time…
Implementation of basic simulations and concepts in Machine Leanrning/ Statistics/ Math used for modeling or simulating different applications in Quantitative Finance built over the holidays :)