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Certificate of Completion
THIS ACKNOWLEDGES THAT
HAS COMPLETED THE SUMMER 2026 QUANT FINANCE BOOT CAMP
Ian Ruau
Roman Holowinsky, PhD
July 20, 2026
DIRECTOR
DATE
TEAM
Portfolio Comparison under Different Volatility Measurements
John Chavis, Ian Ruau, Andrew Valentini
Given a portfolio of options (puts and calls) we compare its performance given different volatility models with the Black-Scholes model.
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