Quantitative analyst with experience in derivatives pricing and financial modeling across asset classes including inflation, equity, interest rates, and hybrids
- Verona
- in/elia-ceolini-076a08254
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inflation-caplet-pricer
inflation-caplet-pricer PublicMonte Carlo pricing engine for inflation-linked caplets with moment matching
Python
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Quant-derivatives-pricing
Quant-derivatives-pricing PublicThis repository contains production-style implementations of quantitative models for pricing derivatives, with a focus on Monte Carlo methods and market-consistent calibration.
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option-pricing-models
option-pricing-models PublicThis project implements and compares three advanced option pricing models: Heston Stochastic Volatility Model; Merton Jump-Diffusion Model; Local Volatility Model (Dupire)
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