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stefanodeamici2003-jpg/README.md

Hi, I'm Stefano 👋

MSc Quantitative Finance student at Politecnico di Milano, with a background in Mathematical Engineering.
I work at the intersection of stochastic models, numerical methods, and financial markets.

About me

  • Currently pursuing a Master's in Quantitative Finance @ PoliMi
  • BSc in Mathematical Engineering (Politecnico di Milano, 2025)
  • Interested in derivatives pricing, risk modelling, and data-driven approaches to finance
  • Based in Milan — open to international opportunities
  • stefanodeamici2003@gmail.com

Tech Stack

MATLAB Python C NumPy Pandas QuantLib

Featured Project

📊 Option Pricing Models

Pricing engines for European, Barrier (Up&Out), and Bermudan options in MATLAB.
Implements Black-76, CRR Binomial Trees, and Monte Carlo with antithetic variance reduction.
Includes convergence analysis, Greeks (Delta, Vega), and American vs. European barrier comparison.

Connect

LinkedIn

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