Home
I'm James, a student at Brown University.
A few of my projects on this site:• AAPL Implied Vol: Using Python/Pandas to make a volatility surface with historic market data. • Binomial Options Pricing: Implementing Cox-Ross-Rubenstein on the above dataset. • Options Simulator: A toy model for looking at securities prices and options Greeks. • Chinese Transliterator: Reading-friendly way to look at pinyin and learn Chinese. • RPG Stats Tool: Simple statistics for game design. Links in the navigation bar above. Enjoy!