A dashboard to visualize cryptocurrency implied volatility surfaces constructed with option data from Binance.

Official implementation of Global urban visual perception varies across demographics and personalities and SPECS dataset

Google Ticker Stock SVI (TS-SVI)

This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.

Arbitrage-free volatility surface construction with SVI & Heston calibration. Python toolkit for options pricing and risk management.

SVInsight: A python package for calculating an exploratory social vulnerability index (SVI).

Summary notebooks using derivative gaussian processes with tinygp. We implement a 2D derivative gaussian process and successfully use derivatives to regularize SVI fits with a gaussian process model..

CCE-314 , CCE-416

This project aims to strip the Equity Local Volatility surface and implement the associated PDE pricing method.

Arbitrage-free implied volatility surface engine — live SPY options via yfinance, Newton-Raphson IV extraction, SVI parameterization (Gatheral 2004), Durrleman no-arbitrage enforcement, and interactive Streamlit dashboard.

This is a comprehensive enterprise network lab simulated on GNS3, technologies used: OSPF, HSRP, LACP, Extended ACLs, VTP, SVIs, PAT, DHCP

A quantitative research project exploring hybrid volatility forecasting. Integrates parametric surface models (SVI/SSVI) and Risk-Neutral Density (RND) extraction with Deep Learning (MoE) forecasting 10-day total variance changes.

Package for temporal deconvolution of bulk RNA-seq samples using SVI

Bayesian inference using sparse gaussian processes from tinygp. Examples include 1D and 2D implementation.

Volatility surface modelling library

Fit implied vol curves to option prices using SVI and SABR

Implied volatility surface fitting, SVI calibration, variance swap pricing, arbitrage detection, and greeks surfaces in Python. Uses the FlashAlpha API.

Investigate correlations between Covid-19 confirmed cases/deaths and selected social vulnerability indicators in the USA

Construct volatility surfaces from live equity options data using no-arbitrage constraints, SVI calibration, and provide local vol, Greeks, and diagnostics.

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.