This is my first attempt to apply what I have learned from WorldQuant University’s Masters’ in Finance Engineering, and I’d like to start with pricing a vanilla call option using computational finance methods. As there are many things I’m still trying to learn, I would love to hear your feedback and suggestions on making a more realistic option pricing model! :)
In this article, I chose the STOXX Europe 600 Index as the underlying. …
Insinyur (n): refers to ‘Engineer’ in Bahasa Melayu. ‘Finsinyur’ is my take on being an aspiring Financial Engineer rooted in South East Asia.