GitHub repository: Illiminati/MScFE_Capstone
Primary language: Python
Created: 2024-12-15T18:31:02Z
Description: This repository contains the code and research paper for our capstone project in the MSc in Financial Engineering program at WorldQuant University. The project investigates the pricing accuracy and trading efficiency of the Black-Scholes-Merton (BSM) and Multifractal Model of Asset Returns (MMAR) applied to SPX options.