Predicting stock prices using Geometric Brownian Motion and the Monte Carlo method

European option pricing, Black and Scholes Model

End-to-end Python Implementation of Bergault et al.'s (2025) methodology for constructing yield curves without traditional bonds. Implements inverse options replication, robust statistical methods, and closed-form analytical solutions for risk-neutral interest rate discovery in digital asset markets.

Multi-beta estimation of U.S. stock returns using Arbitrage Pricing Theory with macroeconomic and Fama-French risk factors

📈 Analyze cryptocurrencies and interest rates to infer yield curves in a bondless market, offering insights into emerging financial trends and behaviors.