A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM

Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)

Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)

I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.

CIR-Scheme and Lax-Wendroff Scheme Applications