Quantitative Finance

Credit Risk & Expected Credit Loss (ECL)

A Basel-style expected credit loss engine combining calibrated PD with LGD and EAD, implementing IFRS-9 three-stage impairment logic.

Financial Market Surveillance

Unsupervised anomaly detection on USD-INR exchange-rate data using Isolation Forest and rolling-volatility features.

European Option Pricing under Black-Scholes

MS project on risk-neutral valuation and delta-hedging of vanilla and binary European options, including Greeks, implied volatility, and a simulated volatility surface.