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1. Stochastic-Modelling-Project Stochastic-Modelling-Project Public

   Option pricing and hedging models with analytical formulas, implied volatility smile calibration (SABR & Displaced-Diffusion), exotic payoff replication, and dynamic hedging.

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2. Algorithmic-trading Algorithmic-trading Public

   The goal of this assignment is to **beat the SPY** using one or a combination of the following strategies: - Momentum Trading Strategies - Mean-Reversion Strategies - Machine Learning Models

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3. Monte-Carlo-Simulation Monte-Carlo-Simulation Public

   Used the monthly returns of the ten industry portfolios to generate the minimum-variance frontier without short sales, using Monte Carlo simulation.

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4. Stochastic-Discounting-Factor-Project Stochastic-Discounting-Factor-Project Public

   Use the simulated distribution of consumption growth to find the simulated distribution of the pricing kernel for power utility

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5. Behavioural-Finance Behavioural-Finance Public

   Simulated consumption growth and calculate equilibrium values of the dividend-price ratio and expected market returns using Barberis, Huang, and Santos (2001) utility, plotting price-dividend ratio…

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6. Gender-Discrimination-Machine-Learning-Analysing-Model Gender-Discrimination-Machine-Learning-Analysing-Model Public

   Analysed gender disparities in doctors' pay and rank using R, applying supervised and unsupervised learning techniques, including PCA, clustering, and regression models, with comprehensive data vis…

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