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.
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MS project on risk-neutral valuation and delta-hedging of vanilla and binary European options, including Greeks, implied volatility, and a simulated volatility surface.
Predicting the number of hidden classes in bivariate Gaussian mixture data using cross-validation, AIC, and the EM algorithm.