Slide Quant

Slide Quant is a toolkit for quantitative finance and risk modeling.

Highlights:

• Black–Scholes and closed-form option pricing utilities
• Monte Carlo simulation framework for path-dependent derivatives
• CAPM and factor-model based analytics for portfolio evaluation
• Stochastic short-rate and volatility models implemented (Hull–White, Heston)
• Reusable, well-tested components for model calibration and scenario analysis

Tech highlights: NumPy, Pandas, vectorized Monte Carlo, efficient random number generation, and plotting for analysis.