Implementation and testing of the implied volatility surface and numerical pricing of European options
Implementation and testing of the implied volatility surface and
numerical pricing of European options
This project is a real case study, which goes through the various steps necessary to produce
derivatives pricing models. It entails of the definition of a problem, the mathematical modeling
choice, the implementation of a numerical framework and the calibration to market data. I
already carried out the mathematical modelling part for you.
The project requirements is below on the first document
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