This project consists of 4 Jupyter notebooks. In the first notebook (Mini-Projects 1 and 2), I compare the performance of the largest stocks in the S&P's tech sector against a cross-sector, lower-volatility portfolio; I also test whether these two portfolios have recently had lognormal daily returns. In the second notebook (Mini-Project 3), I look at a few of the "Greek letters" for call and put options (Delta, Gamma, and Theta) from multiple perspectives: explicit formulas, Monte Carlo simulation using finite differences, and graphing. In the third notebook (Mini-Project "3.5"), I compare three methods of simulating a stock price path in order to price an Asian option by Monte Carlo: incremental path generation, orthogonal diagonalization of the covariance matrix, and a "truncated" variant of this last method (i.e., principal components analysis). Finally, in the fourth notebook (Mini-Project 4) I simulate a Delta-hedged call option where the underlying stock follows a GARCH process.