Georgios Drosogiannis

Volatility_Surface. Streamlit IV surface visualizer (Yahoo Finance + Black–Scholes). Explore IV vs expiry and strike/log-moneyness.

Black-Scholes-Interactive-heatmap. An interactive Black-Scholes Option Pricing app built with Streamlit. Features include pricing heatmaps, P&L analysis, and mispricing visualization using market data. Users can explore how spot price, volatility, and other parameters impact option values and identify overvalued/undervalued options.

Deep-Hedging-Neural-Network-for-Derivatives-Pricing. Deep Hedging neural network for dynamically pricing and managing derivatives risk under realistic market frictions

Pair_trading. A pair-trading algorithm using cointegration, linear regression, and Z-score-based entry/exit rules. The strategy, applied to validated stock pairs, achieved consistent portfolio growth from $24,050 to $25,489.50 over 2 years through trading simulation.

Portfolio_Optimization. This project showcases portfolio optimization in Python, calculating and visualizing the Efficient Frontier, Max Sharpe Ratio (MSR), and Global Minimum Variance (GMV) portfolios, along with the Capital Market Line (CML). It includes benchmark comparisons, backtesting, and drawdown analysis to assess portfolio performance.

Options_Portfolio. A Python-based tool for options pricing, portfolio management, and risk analysis. Features Black-Scholes pricing, Greeks calculation, scenario analysis, hedging strategies, and interactive visualizations.