Welcome to Richie Sawant's Blog.

The rich tapestry of Indian history is studded with numerous acts of bravery and courage, where valor has been a beacon against the grim...

This code is a simple implementation of a Monte Carlo Simulation-based option pricer. We can add more complicated algorithms and build a...

Wrote a code to get the right solution for the last month's Jane Street Puzzle using Python Monte Carlo simulation to get the right...

from math import exp from random import random import numpy as np import matplotlib.pyplot as plt from scipy.stats import norm from...

Volatility smiles are created by implied volatility changing as the underlying asset moves more ITM or OTM. The more an option is ITM or...

An example of the Markov chain for a Leslie Model of Population growth We Consider the Following question to study the Leslie Model: This...

Define f(n) as the sum of the factorials of the digits of n. For example, f(342) = 3! + 4! + 2! = 32. Define sf(n) as the sum of the...

What is Conventional Way? And why is there an issue? Usually, for a conventional transfer of "Payments," there is an intermediary for...

This MATLAB code calculates European and American Call and Put Option Price, This is a really basic code that I wrote in like 2-3 hrs...

Suppose you are to be a chief risk manager at HOME INC. You have a total of W = 1000$ at HOME INC. Suppose your company has an employee,...