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.