
Certificate of Completion
THIS ACKNOWLEDGES THAT
HAS COMPLETED THE SUMMER 2025 QUANT FINANCE BOOT CAMP
Jake McGrath
Roman Holowinsky, PhD
JULY 15, 2025
DIRECTOR
DATE

TEAM
Jake McGrath - Quant Finance - Final Project
Jake McGrath

Quant Finance Boot Camp Mini Project (https://github.com/jakemcgrath1999/erdos_quant_finance). This GitHub repository contains a series of four mini-projects exploring key concepts in quantitative finance:
1) Portfolio Construction – Designed both high-risk and low-risk portfolios using historical stock data from yfinance.
2) Statistical Assumptions – Tested core assumptions of financial mathematics, including whether stock log-returns follow a normal distribution.
3) Option Pricing Visualization – Created visualizations to illustrate how option prices evolve with changes in spot price and time to maturity.
4) Hedging Under Dynamic Volatility – Investigated how time-varying volatility affects the performance of delta hedging strategies.
