Mathematics of Derivative Pricing
Engaged in a rigorous exploration of mathematical finance, focusing on the theoretical and computational frameworks underlying derivative pricing. Covered core topics including interest rates, bond mathematics, portfolio theory, forwards/futures pricing, hedging strategies and options valuation using both discrete (binomial) and continuous-time (Black-Scholes) models. Implemented complete simulation workflows in Python to evaluate strategies such as protective puts, covered calls and delta hedging. Applied optimization techniques (e.g., Sharpe Ratio maximization) for portfolio design.