Derivatives Pricing
Mathematical models for valuing financial derivatives, including options, futures, and swaps using stochastic calculus and partial differential equations.
Financial Engineering: Advanced Methods in Quantitative Finance
Explore the intersection of mathematics, computer science, and financial theory through comprehensive tools and analysis.
Core Financial Engineering Concepts
Risk Management
Quantitative approaches to measuring and managing financial risk, including Value at Risk (VaR), stress testing, and scenario analysis.
Portfolio Optimization
Modern portfolio theory implementation, efficient frontier analysis, and advanced asset allocation strategies.
Financial Engineering Tools
Black-Scholes Option Calculator
Current price of the underlying asset
Call Price: -
Put Price: -
Delta: -
Gamma: -
Portfolio Risk Analytics
Value at Risk (95%): -
Maximum Drawdown: -
Advanced Financial Engineering Topics
Stochastic Calculus in Finance
Application of Itô's lemma and stochastic differential equations in financial modeling.
Machine Learning in Finance
Implementation of neural networks and deep learning for financial prediction and risk assessment.
Current Research in Financial Engineering
Quantum Computing Applications
Exploring quantum algorithms for portfolio optimization and risk calculation.
Blockchain in Financial Engineering
Smart contracts and decentralized finance (DeFi) mathematical models.