OIPD: (1) computes the market's expectations about the probable future prices of an asset, (2) offers a full arbitrage-free volatility surface fitter

Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

Systematic Volatility Research and Backtesting for equity options

Vollab (Volatility Laboratory) is a python package for testing out different approaches to volatility modelling within the field of mathematical finance.

This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.

Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility

Quantitative Finance Library & Option Trading Tool

This project aims to construct the Equity Implied Volatility surface under the SABR model.

This project aims to strip the Equity Local Volatility surface and implement the associated PDE pricing method.

This project aims to calibrate dividends and volatility surfaces from listed European and American equity option prices.

https://arbitragefreessvi.streamlit.app/

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

A quantitative research project exploring hybrid volatility forecasting. Integrates parametric surface models (SVI/SSVI) and Risk-Neutral Density (RND) extraction with Deep Learning (MoE) forecasting 10-day total variance changes.

Jupyter notebooks implementing Finance projects

An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.

This project aims to construct the FX Volatility Surface and price FX Vanilla Options

Modular multi-asset-class Monte Carlo engine for pricing exotic derivatives and structured products with calibrated implied volatility surfaces (Heston, local vol, SVI) and a user-friendly Django web interface.

High-performance implied volatility surface library with a C++ engine (SABR/SSVI/eSSVI) and Python/Streamlit dashboard. Features arbitrage enforcement, vega-weighted calibration, Lee moment bounds, full audit trail, and 327 tests passing.

C++20 quantitative finance library for volatility surface modelling and derivatives pricing.

Implied volatility surfaces from SPX option chains data (both calls and puts), interpolation for continuous querying, and GUI to visualize surfaces and calculate Black-Scholes prices and IVs