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4 followers · 5 following
  • Paris Dauphine University
  • Paris
  • 02:40 (UTC)
  • LinkedIn in/lehbiben

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Achievement: Pull Sharkx2Achievement: Quickdraw

Achievements

Achievement: Pull Sharkx2Achievement: Quickdraw

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NaimLehbiben/README.md

Hi 👋, I'm Naïm Lehbiben

✨ Quantitative Finance | Trading✨

LinkedIn

  • 🌱 I’m currently studying Quantitative finance at Paris-Dauphine University

  • 💬 Ask me about Programming, Quantitative finance & Trading .... (I'm always glad to learn new things)

  • 📄 Know about my experiences Resume here

  • 📫 How to reach me naim.lehbiben@dauphine.eu

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  1. Python-API-Bloomberg Python-API-Bloomberg Public

    Replication of the research paper : Volatility Timing under Low-Volatility Strategy

    Jupyter Notebook

  2. Local-Volatility-Model Local-Volatility-Model Public

    This project aims to strip the Equity Local Volatility using SABR fitting method and test the calibration quality with Monte-Carlo. Arbitrages cleaning on market prices is required since the SABR d…

    Jupyter Notebook

  3. Equity-Implied-Volatility-Surface Equity-Implied-Volatility-Surface Public

    This project aims to construct the implied dividend yield curve and volatility surface from listed European and US Equity option prices.

    Jupyter Notebook

  4. BaptisteZloch/Structured-Products-in-Python BaptisteZloch/Structured-Products-in-Python Public

    "Structured Products in Python" project from Paris-Dauphine University lecture. This project is aimed to create a pricing engine for derivatives and structured products

    Jupyter Notebook 4