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Advanced Derivatives Analytics Platform


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Key Features:


  • Pricing Models: Black-Scholes, binomial trees, Monte Carlo simulations.
  • Exotic Options: Asian, barrier, binary, lookback, and more.
  • Risk Analysis: Greeks calculation, VaR, stress testing.
  • Visualizations: Interactive plots (Plotly) for paths, payoffs, and sensitivities.
  • Advanced Models: Jump diffusion, stochastic volatility, interest rate modeling.