Heston_model

Calibration and pricing options in Heston model

Stock_Prices_Prediction

Prediction of stock prices by means of classical time series analysis techniques and Machine Learning

Hagan_West_interpolation

Implementation of the interpolation methods - Hagan, West (2006)

Derivative_pricing

The aim of the project is to create application, which allows to determine the price of the financial derivatives, its sensitivities in different models (stochastic volatility, local volatility). Models will be calibrated the market on the basis of volatility surface.