At IIT Bombay, I developed a quantitative analysis framework for 50 NIFTY50 stocks, turning historical prices into log returns and rolling volatility metrics. I used statistical modeling and hypothesis tests to examine market behavior and volatility changes during COVID-19.
For my Multi-Model Options Pricer with Discrete-Time Stochastic Volatility project, I built a Monte Carlo option pricer calibrated on live NSE data. I cross-validated it against Black-Scholes and a Cox-Ross-Rubinstein binomial tree, and computed and validated Delta and Vega.
As a Core Group Member for Ambience at Mood Indigo, I coordinate festival experiences and work on the Indigo Art Project, including workshops, exhibitions, and interactive installations. I also analyzed blockchain architecture and applications through the Mathematics and Physics Club’s Summer of Science.
