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Your certificate is now private

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Certificate of Completion

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THIS ACKNOWLEDGES THAT

HAS COMPLETED THE FALL 2025 QUANT FINANCE BOOT CAMP

Martin Molina-Fructuoso

Roman Holowinsky, PhD

NOVEMBER 13, 2025

DIRECTOR

DATE

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TEAM

Martin Molina-Fructuoso

Martin Molina-Fructuoso

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This project explored option pricing and delta hedging under the Double Heston stochastic volatility model, combining Monte Carlo simulations, analytical methods, and hedging experiments to analyze model accuracy and robustness.

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github URL

©2017-2026 by The Erdős Institute.

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