Personal practice during the Master program Money and Finance at University Frankfurt (and exchange semesters)
By: Tung Luong
Content:
Derivatives: Asian option pricing using Monte-Carlo simulation and Neural Network algorithms Numerical method: Using bisection for root-finding to solve Breakeven point of a Forward Empirical Finance: Calculate Factor-based covariance matrix, find maximum time-under-water of a time series Time Series analysis: Test for stationarity and evidence of speculative bubble with Bitcoin data (with R)