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SaraPeyko/README.md

Hi, I'm Sara 🙋

I'm currently based in 📍 London 🇬🇧 I'm driven, motivated, c++ enthusiast.

C++ Python

Windows 10

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  1. HighFrequencyDataofFTSE100 HighFrequencyDataofFTSE100 Public

    The estimation of volatility using Brownian Motion from a Stochastic Process.

    R 1

  2. Quantitative-modelling Quantitative-modelling Public

    Useful risk management model and quantitative analysis

    Python 1

  3. Financial-Engineering-in-Interest-Rates-and-FX Financial-Engineering-in-Interest-Rates-and-FX Public

    C++ Application for Financial Engineering in Interest Rates and FX

    C++ 1 2

  4. EuropeanOptionPricing EuropeanOptionPricing Public

    Testing BS option pricing models

    C++ 1

  5. MonteCarloMethodsSimulations MonteCarloMethodsSimulations Public

    CEV model with a choice of parameters and Euler method.

    C++