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Sector Volatility Unveiled: Calculating Implied Volatility and Its Sector-Specific Impact
A short study to see the contribution of implied volatility in option pricing, interpretation of IV curves , comparison of VIX trends.
Feb 12
•
Quant Club
11
January 2025
Modelling Markets, Making Money
A short study of market price distributions, basics of option pricing, limitations and alternative approaches like Variance Gamma.
Jan 23
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Quant Club
40
1
April 2024
Monte-Carlo Simulation Portfolio
Portfolio creation using multiple probability simulation
Apr 15, 2024
•
Quant Club
11
1
February 2024
Markowitz Portfolio Theory
Analysing Various Sectors During Pandemic
Feb 10, 2024
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Quant Club
8
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