Quantitative Finance Projects

Option Pricing

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Project Summary (Python)

• Simulated Option Prices using Binomial Trees
• Simulated Option Prices using Black-Scholes

PCA Analysis

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Project Summary (R)

• Used PCA to explain varriance of data
• Compared USD interest rates for multiple tenors
• Visualized insights

Interest Rates Analysis

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Project Summary (R)

• Extracted Data of LIBOR data using Quandle
• Created and analyzed term structures
• Visualized insights

Simple Linear Regression

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Project Summary (R)

• Explained the definition and assumptions of linear regression
• Preformed a regression analysis
• Expalined the key parameters and tests of linear regression models

Vasicek Model

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Project Summary (R)

• Used Vasicek model to project future interest rates

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