Sharing

Projects

• Final Year Project: Arbitrage Filtering of Option Prices: A Simple Real-Time Approach
  • Original Paper
  • Slides; Code
• RMSC4002(CUHK) Financial Data Analytics with Machine Learning
  • Group Project: Index Rebalance Trade with Statistical Arbitrage [Report]
• NMAK15010U(UCPH) Continuous Time Finance 2/FinKont2
  • Hand-in#1: Advanced BSM & Hedging Experiment [Report]
  • Hand-in#2: American & Bermudan Option Pricing [Report]
  • Hand-in#3: Static hedging & Stochastic Volatility [Report]

General

If you are fond of travelling, I am pleased to share My Life and My Journey.