Python implementation of the Binomial Option Pricing Model for valuing European call and put options using risk-neutral valuation. The project focuses on transparent model construction, probability…

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Python implementation of European swaption pricing using the Black model and forward swap rate framework.

Basic Python implementation of the Black–Scholes model for pricing European call and put options.

Static Parametric (Variance–Covariance) VaR model for equity portfolios using historical returns and normal distribution assumptions.

Implementation of a Historical Simulation Value at Risk (VaR) framework in Python, including Expected Shortfall, portfolio P&L estimation, backtesting analysis, and Basel Traffic Light classification.

End-to-end fraud detection system using machine learning with a Streamlit-based prediction interface

Python implementation of a leverage-adjusted Duration Gap model to estimate Economic Value of Equity (EVE) sensitivity under interest rate shocks, aligned with FRM and IRRBB methodology.

Interest Sensitivity (IS) Gap–based IRRBB model to analyze Net Interest Income (NII) impact under upward and downward interest rate shocks, implemented in Python with FRM-aligned methodology.

Rolling parametric VaR model for an equity portfolio with backtesting, exception analysis, and diagnostic plots.