This GitHub repository contains a series of four mini-projects exploring key concepts in quantitative finance. Each miniproject is contained in its own Jupyter Notebook above. The four mini projects I investigate are:
- Portfolio Construction – Designed both high-risk and low-risk portfolios using historical stock data from yfinance.
- Statistical Assumptions – Tested core assumptions of financial mathematics, including whether stock log-returns follow a normal distribution.
- Option Pricing Visualization – Created visualizations to illustrate how option prices evolve with changes in spot price and time to maturity.
- Hedging Under Dynamic Volatility – Investigated how time-varying volatility affects the performance of delta hedging strategies.