I will build a custom option pricing model in python with black scholes and heston

Sommige informatie wordt in het Engels weergegeven.
Laurin R

Duitsland

Ik spreek Duits, Engels

Mathematics Student and Research Intern

I build pricing and calibration tools for derivatives and fixed income — code that has to be both mathematically correct and fast. Math student (GPA 1.2/~3.9), Research Intern at Zuse Institute Berli...
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Over deze dienst

Working option pricing code, not a black box every formula comes with the underlying math, so you can verify it or extend it yourself later.


Covers: European options (Black-Scholes), stochastic volatility (Heston via Fourier inversion), all 8 barrier option types, Greeks, implied volatility.


Delivered as clean, documented Python see my Black-Scholes/Heston/Barrier repo on GitHub (linked in profile) for code style and quality.


Background: final-year math student (GPA 1.2/~3.9), Research Intern at Zuse Institute Berlin on rational approximation for volatility surfaces.

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build a custom option pricing model in python with black scholes and heston
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build a custom option pricing model in python with black scholes and heston

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