GitHub - charlesakinnurun/citi-mqa: ▪ Built a multi-model quantitative pricing framework for coffee futures options, applying 3 distinct financial models: Cost of Carry, Black-Scholes, and Monte Carlo Simulation to derive the fair value of a commodity derivatives contract from first principles

Name		Name	Last commit message	Last commit date
Task 1 - Financial math fundamentals and team structure		Task 1 - Financial math fundamentals and team structure
Task 2 - Pricing commodities – coffee		Task 2 - Pricing commodities – coffee
Task 3 - Hedging and structuring securities		Task 3 - Hedging and structuring securities
Task 4 - Managing risk across market trade units		Task 4 - Managing risk across market trade units
assets		assets
coc		coc
README.md		README.md

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▪ Built a multi-model quantitative pricing framework for coffee futures options, applying 3 distinct financial models: Cost of Carry, Black-Scholes, and Monte Carlo Simulation to derive the fair value of a commodity derivatives contract from first principles

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