Interests & Current Work
What I am Working On
-Monte Carlo Simulation for Stock Prices
Building Experimenting with simulating future stock price movements using Monte Carlo methods to estimate probabilities of different outcomes and visualize potential price paths.
-Option Pricing with Black–Scholes Formula
Implementing the Black–Scholes model to calculate European call and put option prices and explore put–call parity to understand option payoffs and risk management.
-Portfolio Optimization with Markowitz Model
Building a mean-variance portfolio optimizer to construct portfolios that minimize risk for a given expected return and visualizing the efficient frontier of selected assets.
Areas of Interest
Quantitative Finance & Financial Engineering
Software Engineering
Statistical Modeling & Data Science
Credit Risk & Financial Analytics
HPC and System Analysis
Artificial Intelligence & Machine Learning