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Photo by Mathias Konrath on Unsplash

Hello there!

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.

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