Quant Finance Project : Heston Model

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

1. Full explanation of Heston model including its mathematical equations, term structure, model calibration and implementation.
2. Python Notebook with working code - proper comments for understanding the code easily
3. Data sets (market data), Plots (Implied Vol, Vol Smile, Term Structure, Simulated paths, Option Prices)
4. Heston model comparison with Black Scholes and Applications

Files attached

1. Heston Model Mathematical Guide (pdf)
2. Heston Model code (Python notebook)
3. Heston Model Option Pricing project.zip (datasets, plots, Term Structure)