This repository contains all my submissions to the assignments completed during study of the course MA 374: Financial Engineering Lab, taken in winter 2021 at IIT Guwahati.
All the details can be find in the respective folders.
- Lab 1: Binomial Pricing Algorithm
- Lab 2: Sensitivity analysis of path dependent and independent options
- Lab 3: Lookback Option & Markov based computationally efficient Binomial algorithm
- Lab 4: Capital Asset Pricing Model (CAPM)
- Lab 5: CAPM model on BSE and NSE data
- Lab 6: Analysis on Returns & Stock Price estimation
- Lab 7: Black Scholes Merton (BSM) Model
- Lab 8: Historical Volatility
- Lab 9: Implied Volatililty
- Lab 10: Asian Option and Variance reduction techniques
- Lab 11: Short rate models