Developed a quantitative finance platform that implements the Black-Scholes model to compute real-time option premiums and risk sensitivities (Greeks). I engineered interactive 3D volatility surfaces and PnL dashboards to visualize non-linear risk exposure and market convexity. The system integrates live market data via the yfinance API into a modular Streamlit UI for dynamic, scenario-based quantitative analysis.
jlim5634/Black-Scholes-Model
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