Collection of notebooks about quantitative finance, with interactive python code.

Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).

Option modelling in the Jump Diffusion Model

Single and mutiple stock price paths simulation

Option Price Forecaster

A Python-based financial CLI that tracks real-time portfolio diagnostics and mathematically stress-tests investments against historical Black Swan market crashes using Monte Carlo Jump-Diffusion models.

Conducting Monte Carlo simulation of stochastic models (GBM, Merton Jump Diffusion Model) for the forecasting of stock positions. Serves as a "prelude" to the heston repository.