There are two Jupyter notebooks submitted as part of my deliverables for my final project for the Fall 2025 Quant Finance bootcamp by The Erdos Institute.

The first file is a combination of theoretical and numerical analysis of Merton's Jump-Diffusion model. It is applied to study the pricing for European call options, as well as investigate the effects of delta hedging.

The second file is an attempt to establish contact between the MJD model and real market data. We fit the MJD model parameters to call option market data of an asset. Then, we test the fit of the model by comparing its predictions of put option prices to actual put option data from the market.