This series of four mini-projects in quantitative finance provided a practical application of key theoretical concepts. The first project focused on portfolio construction, demonstrating the risk-return trade-off by creating and analyzing both high-risk and low-risk portfolios. The second project tested the assumption of normally distributed log returns, a cornerstone of financial modeling, and found that this assumption can hold true under certain conditions. In the third project, the Black-Scholes option pricing model was explored, providing a deeper understanding of option price sensitivity to time and the underlying asset price. The final project explored the delta-hedging with non-constant volatility, using the Heston model to show the effectiveness of this strategy in a more realistic market environment. These projects provided a comprehensive, hands-on experience in quantitative finance, from portfolio management and statistical analysis to option pricing and hedging.