Quantitative finance engineer passionate about financial innovation
Financial engineering student with a passion for derivatives pricing, stochastic modeling, and risk management. This platform brings together my projects and tools for the financial community.
Includes five standalone modules: a quantitative newsletter (QuantBrief), a multi-model pricer for vanilla and exotic derivatives, an educational catalogue with quizzes and product comparisons, a structured products pricer using monte carlo simulations containing 25 different types of products and with greeks calculations (Not Optimal), and a professional portfolio optimizer for asset allocation and risk analysis.
Each section is a dedicated quantitative finance tool
QuantBrief: weekly newsletter covering market trends, new derivative products, and quantitative finance insights.
Multi-model pricing engine (Black-Scholes, Binomial, Monte Carlo) for vanilla and exotic options, forwards, and interest-rate products.
Educational catalogue of vanilla and exotic products with interactive quizzes and comparison tools to understand payoff structures.
Portfolio optimization platform featuring the efficient frontier, CAPM analysis, multiple VaR methodologies, and interactive dashboards for risk assessment.
Monte Carlo pricing engine for autocalls, reverse convertibles, bonus certificates, and capital-protected notes with comprehensive Greeks and scenario analysis.
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