/Financial-Analytics

Financial Risk Modelling in R

Primary LanguageR

Financial-Analytics

Financial Risk Modelling in R

  1. Stock Returns Analysis using CAPM Theory
  2. Pricing of Bond using India ZCYC curve
  3. Option Pricing using Monte Carlo Simulations and Jump Diffusion Model
  4. Development of Volatility Surface using Nifty50 Call Options
  5. Time Series Analysis of Stock Price: ARIMA and GARCH based Models