Quant Finance Project : Local Vol

A fully guided project with access to python code, datasets, plots for Quant Finance Project - Option Pricing using Local Volatility model

1. Full explanation of Local Vol model including its mathematical equations, parameters, usage in option pricing and implementation.
2. Python Notebook with working code - proper comments for understanding the code easily
3. README file for code implementation
4. Data sets (market data), Plots (Implied Vol, Vol Smile, Local Vol, Option Prices)

Files attached

1. Local Volatility Mathematical Guide (pdf)
2. Local Vol code (Python notebook)
3. Local Vol Option Pricing project.zip (datasets, plots, README)