I make use of popular techniques to estimate derivative pricing.
A derivative is a financial instrument whose price is derived from one or more underlying assets. Therefore, it is very challenging to estimate the price of derivatives. Some popular tehcniques to achieve this are used in this project, such as: (1) Option pricing, (2) Implied volatility, (3) Bond pricing, (4) Credit spread, (5) Credit default swaps, (6) Interest rate derivatives, and (7) Exotic options.
[In progress.]