This repository focuses on the valuation and risk modeling of various financial derivatives, including options, swaps, swaptions, and more. The project aims to provide a comprehensive toolkit for pricing and analyzing these derivatives, enabling users to make informed investment decisions.
- European Option Finite Differencing
- European Option Pricing with Binomial with CRR vs Trinomial Model
- European Option Pricing with Levy Model with NIG Process
- Valuation of Credit Default Swap using Constant Intensity
- Valuation of Equity Option using Binomial Model
- And many more...
git clone https://github.com/AIM-IT4/Derivative-Modelling.git
cd Derivative-Modelling
pip install -r requirements.txtTo use any of the notebooks, simply navigate to the notebook directory and run:
jupyter notebookI welcome contributions! Please let me know
This project is licensed under the MIT License - see the LICENSE.md file for details.
For any questions, feel free to reach out to me at jha.8@iitj.ac.in.