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  1. Portfolio Portfolio Public

    Welcome to my personal portfolio website. I'm Gautam Prasad, a Quantitative Finance student with a passion for data, finance, and technology. This site highlights some of my projects, interests, an…

    JavaScript

  2. Asian-Option-Pricing-Monte-Carlo Asian-Option-Pricing-Monte-Carlo Public

    Arithmetic Asian call pricing with Monte Carlo (geometric control variate).

    Python

  3. cva-counterparty-credit-risk cva-counterparty-credit-risk Public

    Credit valuation adjustment for derivative contracts

  4. Modelling-Volatility Modelling-Volatility Public

    R

  5. equity-valuation equity-valuation Public

  6. corporate-default-prediction corporate-default-prediction Public