This contains 4 mini projects of the quanrt finance boot camp (summer 2025):
1) In the first project we have calculated the optimal volatility of a given portfolio and the annual return in this case. We have created two portfolio with higher and lower risk.
2) Here we have tested a standard assumption that log returns are normally distributed. We have applied two different methods to study this.
3) Here, by graphical representation, we have noted some observations about the rate of change of call option w.r.t. time, and w.r.t. S(0).
4) We have studied the comparison between delta-hedging and sigma-hedging when we have non constant volatility. Also, generated stock paths using Heston model and studied profit distribution in this scenario.