Projects
Computing the VaR for an equi-balanced portfolio composed by TSLA and GM assets
Formulas implemented through Excel VBA (2024)
Monte Carlo and Multiple Step Euler-scheme simulation for pricing path-dependent options
Formulas implemented through Excel VBA (2024)
Computing the Greeks of an ATM Call option
Formulas implemented through Excel VBA, and compared the Greeks obtained with Refinitiv's ones (2024)
Comparing Black-Scholes and Leisen-Reimer model convergence rate
Formulas implemented through Excel VBA (2024)
Computing the discount factor and the implicit dividend on GM’s call and put options
Box-spread strategy and put-call parity formula for European options, obtained negative implied dividend value, and proved the non-optimality of the model (2024)
Pricing TSLA call options through a simple binomial model
Built upon the historical market data, for 3-months and 6-months to maturity call options (2024)
Collaborative interface for Cubbit's web app
Designed in Figma (2022)
Check-out integrations for Blink (YC W21)
Designed in Figma (2022)
Sketching DeStock's wireframe
First UI/UX project in Figma (2021)
"On venture capital and startup funding" | Starting Finance
Published an article on the best practices for fundraising (2021)
"Hacking The City" | Tondo LAB
Traceable and transparent supply chain for Esselunga (2021)
Hackathon "Fondazione Università degli Studi di Padova" | Confcommercio
Developed a digital platform concept to drive the digital transformation of Italian SMEs (2020)
Hackathon "Fondazione Università degli Studi di Padova" | Confcommercio
Developed a digital platform concept to drive the digital transformation of Italian SMEs (2020)