Student in Masef (ex DEA MASE) program at Paris Dauphine University.
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Lookback-option
Lookback-option PublicPricing of European Lookback put option with floating strike with naive method, brownian bridge approach and finite difference method (implicite scheme).
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Delta-Hedging-strategy
Delta-Hedging-strategy PublicDelta Hedging strategy on European Option
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Bonus-Certificat
Bonus-Certificat PublicBonus Certificat, introduction to structured products
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Statistical-Learning-project
Statistical-Learning-project PublicApproximation of the price of an European Call option varying volatility with linear and polynomial reression, and with a neural network.
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