Use of LSTM to predict the implied volatility skew in financial markets
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Apr 9, 2024 - Python
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implied-volatility-forecasting
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SPX Option Implied Volatility Surface using SVI Parameterisation, its variants and the Heston Stochastic Volatiltiy Model. Implements and studies interpolation and smoothing techniques used by Bloomberg for Equity Option Vol Surface Construction.
option-pricing stochastic-volatility-models implied-volatility blackscholes heston-model svi heston-stochastic-volatility implied-volatility-forecasting impliedvolatility implied-volatility-surface ssvi implied-volatilities
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Mar 29, 2026 - Python
A comprehensive description of my trial and errors of predicting Implied Volatility of the Nifty 50 options chain using various methods along with a comprehensive description of the method that worked the best. My submission for IIT-Roorkee-Finclub-Open-Project-2026-PS2
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Jun 6, 2026 - HTML
Implementation of option pricing using Black Scholes Model and delta hedging strategies on SPX data
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Dec 8, 2022 - Jupyter Notebook
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