📈 Apply financial engineering techniques to option pricing using Monte Carlo simulations and the Black-Scholes model with clear, documented Python code.

Physics-informed Fourier Neural Operator (FNO) framework for fast pricing and Greeks computation of barrier options under Black–Scholes PDE, developed for an MSc thesis.

Option Pricing with Monte Carlo Simulation — A Python library implementing Black–Scholes analytic pricing, Monte Carlo simulations (with variance reduction, quasi-MC), and advanced derivatives such as Asian, Barrier, and American options. Includes performance acceleration using Numba and comprehensive documentation with visualizations.

Pricing models for different types of option contracts and a 3D volatility visualizer.