A Python project that visualizes a 3D implied volatility surface for options on any ticker symbol. Configurable inputs include risk-free rate, dividend yield, and strike price range. Ideal for analyzing how volatility varies with time to expiry, moneyness, and strike price.
A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.
Personal project exploring options pricing and implied volatility using the Black-Scholes model. It fetches real market data, computes IVs, compares them with market values, and visualizes 2D/3D volatility surfaces — showcasing skills in Python, quantitative finance, data analysis, and financial modeling.
Closed-form solutions and fast calibration & simulation for SABR-based models with mean-reverting stochastic volatility
Implied volatility surface visualization for SPY options
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