{"repo":"59alireza59/Quantitative-Finance","free":true,"listed":false,"github":"https://github.com/59alireza59/Quantitative-Finance","clone":"git clone https://github.com/59alireza59/Quantitative-Finance.git","description":"A Quantitative Finance Engineering Project","language":"R","stars":16,"topics":["black-sholes","change-point-detection","clustering","finance","lead-lag","levy-processes","monte-carlo-methods","option-pricing","time-series","stock-market"],"license":null,"category":"trading","readme_excerpt":"Quantitative Finance Analytics in R Executive Summary This repository contains a set of quantitative finance projects using R to analyse financial time series, detect structural changes, estimate lead-lag relationships, test Black–Scholes assumptions, and price options using analytical and simulation-based methods. Business Value The project demonstrates how statistical modelling and stochastic-process methods can support: - financial risk analysis - derivative pricing - volatility and regime-change detection - market-leader identification - model validation - investment research Methods Used - Time-series clustering - Lead-lag correlation analysis - Black–Scholes model testing - Change-point detection - Monte Carlo option pricing - Lévy process modelling - AIC-based model comparison Tools R, statistical modelling, time-series analysis, Monte Carlo simulation, financial data analysis. Technical Details This project programms an application of option pricing theory to real data, calculating various operations on stock and option prices. Despite the existence of some unacceptable assumptions in reality, which lead to some weaknesses in the theoretical interpretation, this programming work attempts instead to provide a valuable statistical framework with an analytical perspective. To this end, various exploratory techniques, such as clustering and lead-laggard estimation, have been used to identify some similarities between well-known firms in the financial services market and, ","default_branch":null,"files":null,"tree":[],"storefront":"/r/59alireza59","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/59alireza59/Quantitative-Finance/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}