Completion of the 4 mini projects as a part of the Quant Finance Boot Camp.
MP1 looked at creating two stock portfolios, one with a high volatility and one with a low volatility. Then the stock weights in the portfolios was optimized to achieve the lowest portfolio volatility.

MP2 looked at the log returns of stock and their normality. Normality was determined by the methods provided in the course (mainly the Kolmogorov–Smirnov test).

MP3 looked at call and put option prices and how they change with variable time to expiration and spot price. The rate of change of the prices was also plotted.

MP4 analyzed projected call option prices for non-constant sigma values. I tested a constant sigma against a 3 sigma model, a normal distribution of sigmas, and the Heston model.