markbogorad
MS Financial Engineering Student at NYU Tandon Creating applied quantitative finance projects.
Pinned Repositories
CarryTrade
Implementation of a GARCH based volatility indicator for the carry trade
Eviews_WTI_Oil_Research
WTI Oil returns and volatility modeling project - an EViews program
Optimized_Option_Pricer
Black-Scholes option pricing for European and American perpetual options. Asian options are priced via Monte-Carlo simulations to replicate a random average price movement.
Option-Pricer-3.0
A Python Streamlit application of my previous C++ option projects with the addition of trade recommendations and hedge strategies
markbogorad's Repositories
markbogorad/CarryTrade
Implementation of a GARCH based volatility indicator for the carry trade
markbogorad/Eviews_WTI_Oil_Research
WTI Oil returns and volatility modeling project - an EViews program
markbogorad/Option-Pricer-3.0
A Python Streamlit application of my previous C++ option projects with the addition of trade recommendations and hedge strategies
markbogorad/Optimized_Option_Pricer
Black-Scholes option pricing for European and American perpetual options. Asian options are priced via Monte-Carlo simulations to replicate a random average price movement.