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1. MasterThesis MasterThesis Public

   Master Thesis for Quantitative Finance MSc

   R

2. Deep-Hedge-with-Trading-Costs Deep-Hedge-with-Trading-Costs Public

   Python

3. Solar-System Solar-System Public

   This is a project I worked on at TU Wien in 2021. The objective (seen in the folder angabe) was to deploy the Barnes-Hut algorithm to implement a simulation of a solar system for a great number N o…

   Java

4. Supervised-Learning-Case-Study Supervised-Learning-Case-Study Public

   A 2022 case study in a statistics course under Klaus Pötzelberger from my Bachelor studies together with 2 colleagues. The objective was to use a supervised learning model to predict the age group …

   R

5. CRR-Option-valuation-hedging CRR-Option-valuation-hedging Public

   This is my bachelor thesis code on binomial option pricing. I implemented an O(n^2) alogirhtm for CRR option pricing in R to compute the value of an American or European binary or vanilla call or p…

   R

6. Asian-Option-valuation Asian-Option-valuation Public

   Project I worked on in a group of 3. We examined Asian options and used R to perform Monte Carlo simulation to see how often the option ended in-the-money. As a side project, I developed an O(n^2) …

   R