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Projects from Financial Engineering class

Visual Basic 19.71% Python 80.29%

financialengineering's Introduction

Financial Engineering Projects

Detailed analysis and its associated code/files can be found in each project folder.

Project 1

Given a set of stocks, our team generated and analyzed Efficient Frontier. The detailed analysis is here.

Project 2

On the same portfolio, our team conducted Beta Hedging on the real-time stock market to minimize the change in our initial asset.

Project 3

We compared different approaches in Delta Hedging on American options: Binary Tree and Black-Scholes Model.

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