Project · 2026
Black-Scholes & Greeks
Implemented Black-Scholes from scratch to price European options, along with the Greeks (delta, gamma, theta, vega). Derived the pricing from the underlying PDE instead of relying on a library.
Project · 2026
Implemented Black-Scholes from scratch to price European options, along with the Greeks (delta, gamma, theta, vega). Derived the pricing from the underlying PDE instead of relying on a library.