first phase of reducing dependencies

Author: steven-ja

assets/images/sections/experience/Soave_logo.jpg renamed to assets/images/sections/experiences/Soave_logo.jpg

@@ -30,15 +30,13 @@ For a European call option, the Black-Scholes formula is:
 
 $$
 C = S₀N(d_1) - Ke^{-rT}N(d_2)
-
 $$
 
 Where:
 
 $$
 d_1 = \frac{(ln(S_0/K) + (r + σ²/2)T)}{(σ\sqrt{T})}, \quad 
 d_2 = d_1 - \sigma \sqrt{T}
-
 $$
 
 - C: Call option price
@@ -86,9 +84,9 @@ Monte Carlo methods use repeated random sampling to obtain numerical results. In
 
 For option pricing, we model the stock price movement using a stochastic differential equation:
 
-```
-dS = μSdt + σSdW
-```
+$$
+dS = \mu Sdt + \sigma SdW
+$$
 
 Where:
 

assets/images/sections/experience/smairthero.png renamed to assets/images/sections/experiences/smairthero.png

@@ -18,8 +18,8 @@ module:
   #   #  target: data
     - source: assets 
       target: assets
-    - source: static
-      target: static
+    # - source: static
+      # target: static
   mounts:
   - source: static/files
     target: static/files

assets/images/sections/experience/stellantis_logo.png renamed to assets/images/sections/experiences/stellantis_logo.png

@@ -288,6 +288,50 @@
 
 
 
+          <div class="post-card">
+  <div class="card">
+    <div class="card-head">
+      <a href="/posts/finance/monte_carlo/black-scholes/" class="post-card-link">
+        <img class="card-img-top" src='/posts/finance/monte_carlo/black-scholes/Option-Pricing-Models-1.jpg' alt="Hero Image">
+      </a>
+    </div>
+    <div class="card-body">
+      <a href="/posts/finance/monte_carlo/black-scholes/" class="post-card-link">
+        <h5 class="card-title">Monte Carlo Simulation for Option Pricing</h5>
+        <p class="card-text post-summary">1. Introduction In the dynamic world of finance, options play a crucial role in risk management, speculation, and portfolio optimization. An option is a contract that gives the holder the right, but not the obligation, to buy (call option) or sell (put option) an underlying asset at a predetermined price (strike price) within a specific time frame. The challenge lies in accurately pricing these financial instruments, given the uncertainties in market movements.</p>
+      </a>
+      
+        <div class="tags">
+  <ul style="padding-left: 0;">
+    
+    
+    <li class="rounded"><a href="/tags/finance/" class="btn btn-sm btn-info">Finance</a></li>
+    
+    
+    <li class="rounded"><a href="/tags/options/" class="btn btn-sm btn-info">Options</a></li>
+    
+    
+    <li class="rounded"><a href="/tags/statistics/" class="btn btn-sm btn-info">Statistics</a></li>
+    
+  </ul>
+</div>
+
+      
+    </div>
+    <div class="card-footer">
+      <span class="float-start">
+          Sunday, June 23, 2024
+           | 6 minutes </span>
+      <a
+      href="/posts/finance/monte_carlo/black-scholes/"
+      class="float-end btn btn-outline-info btn-sm">Read</a>
+    </div>
+  </div>
+</div>
+
+        
+      
+        
           <div class="post-card">
   <div class="card">
     <div class="card-head">

assets/images/sections/skills/cloud.png

@@ -6,7 +6,16 @@
     <description>Recent content in Finance on Stefano Giannini</description>
     <generator>Hugo -- gohugo.io</generator>
     <language>en</language>
-    <lastBuildDate>Sun, 16 Jun 2024 00:00:00 +0100</lastBuildDate><atom:link href="http://localhost:1313/categories/finance/index.xml" rel="self" type="application/rss+xml" /><item>
+    <lastBuildDate>Sun, 23 Jun 2024 00:08:25 +0100</lastBuildDate><atom:link href="http://localhost:1313/categories/finance/index.xml" rel="self" type="application/rss+xml" /><item>
+      <title>Monte Carlo Simulation for Option Pricing</title>
+      <link>http://localhost:1313/posts/finance/monte_carlo/black-scholes/</link>
+      <pubDate>Sun, 23 Jun 2024 00:08:25 +0100</pubDate>
+      
+      <guid>http://localhost:1313/posts/finance/monte_carlo/black-scholes/</guid>
+      <description>1. Introduction In the dynamic world of finance, options play a crucial role in risk management, speculation, and portfolio optimization. An option is a contract that gives the holder the right, but not the obligation, to buy (call option) or sell (put option) an underlying asset at a predetermined price (strike price) within a specific time frame. The challenge lies in accurately pricing these financial instruments, given the uncertainties in market movements.</description>
+    </item>
+    
+    <item>
       <title>MSFT Stock Prediction using LSTM or GRU</title>
       <link>http://localhost:1313/posts/finance/stock_prediction/gru/</link>
       <pubDate>Sun, 16 Jun 2024 00:00:00 +0100</pubDate>

content/posts/finance/monte_carlo/Black-Scholes/index.md

@@ -6,6 +6,6 @@
     <description>Recent content in Categories on Stefano Giannini</description>
     <generator>Hugo -- gohugo.io</generator>
     <language>en</language>
-    <lastBuildDate>Sun, 16 Jun 2024 00:00:00 +0100</lastBuildDate><atom:link href="http://localhost:1313/categories/index.xml" rel="self" type="application/rss+xml" />
+    <lastBuildDate>Sun, 23 Jun 2024 00:08:25 +0100</lastBuildDate><atom:link href="http://localhost:1313/categories/index.xml" rel="self" type="application/rss+xml" />
   </channel>
 </rss>

hugo.yaml

@@ -951,11 +951,6 @@ <h1 class="text-center">
 
 
 
-        <div class="logo-holder"> 
-            <img class="company-logo light-logo" src="/images/sections/experience/stellantis_logo.png" alt="" />
-            
-        </div>
-        
 
 
 
@@ -1039,11 +1034,6 @@ <h6 class="text-heading">Responsibilities:</h6>
 
 
 
-        <div class="logo-holder"> 
-            <img class="company-logo light-logo" src="/images/sections/experience/smairthero.png" alt="" />
-            
-        </div>
-        
 
 
 
@@ -1115,11 +1105,6 @@ <h6 class="text-heading">Responsibilities:</h6>
 
 
 
-        <div class="logo-holder"> 
-            <img class="company-logo light-logo" src="/images/sections/experience/Soave_logo.jpg" alt="" />
-            
-        </div>
-