The-Concepts-and-Practices-of-Mathematical-Finance

This will be a repository where I implement many of the example exercises from Mark Joshi's "The Concepts and Practice of Mathematical Finance.

As of now, the current exercises I am implementing are the following:

1. Monte-Carlo pricing of options under a Black-Scholes Regime, as well as implied volatility calculations.
2. Calculation of Black-Scholes greeks, both through explicit formulas and finite-difference methods.
3. Simulation of path-wise delta-hedging of options in a Black-Scholes World.