| project | type | description | link |
|---|---|---|---|
| heston-sabr-comparison | writing | MSc thesis — applied comparison of Heston and SABR stochastic volatility models. Scored 77%. | → read |
Academic work, quantitative models and technical write-ups.
Projects spanning stochastic volatility, probability, and applied mathematics, produced during and after my time at Warwick.
| project | type | description | link |
|---|---|---|---|
| heston-sabr-comparison | writing | MSc thesis — applied comparison of Heston and SABR stochastic volatility models. Scored 77%. | → read |