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1. black-scholes-pricer black-scholes-pricer Public

   Black-Scholes-Merton pricer with Greeks, implied vol solver, vectorised GBM Monte Carlo, and discrete delta-hedging on real SPY data 2020-2024. 2000+ pytest assertions, CI on Python 3.10-3.12

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2. var-backtesting var-backtesting Public

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3. yield-curve-bootstrap yield-curve-bootstrap Public

   Yield curve bootstrap and rates pricing on real market data. USD curve bootstrapped from US Treasury CMT par yields (home.treasury.gov), EUR curve ingested from ECB AAA-govt zeros (Svensson model).…

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4. volatility-surface-svi volatility-surface-svi Public

   SPY implied volatility surface: IV extraction, per-slice SVI calibration, arbitrage verification (Durrleman, calendar), and SSVI surface fit

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