I’m new to Java, initially cutting my teeth on it during my MSc dissertation project. But I love it. Since then I have fortified my Java with, for instance, interfaces & abstract classes, Java 8 Streams, and multithreading in the form of callable futures.
The implementation of three models for pricing options: Binomial Trees, Monte Carlo simulation, and Black Scholes equations
Value at Risk
How bad could it get for our financial portfolio? This dissertation project looks at a number of ways of estimating VaR.
Fun with the Yahoo Finance API
As of March 2018, something happened to Google Finance - it got taken to the chopping board and is now a miserable husk of its former self! Long gone are the days where one could simply hook into the API and download a fat, juicy csv-file of historical stock price data… or a sensible JSON of option prices. Thankfully there are many alternatives out there, such as the Yahoo Finance API