Aadrito Hossain

About

I am an aspiring quantitative finance professional currently applying to graduate school with strong interests in derivatives pricing, volatility modeling, and empirical asset pricing. This website showcases my independent research and technical projects.

Featured Research Project

Volatility Risk Premium and Market Regime Analysis

An independent empirical study of option-implied and realized volatility using the Black–Scholes framework and SPY market data.

• Implemented Black–Scholes pricing and implied volatility calibration
• Constructed volatility smiles and analyzed model misspecification
• Estimated realized volatility and volatility risk premia
• Classified market regimes and evaluated risk-adjusted performance

Resources:
📄 Technical Report (PDF)
💻 GitHub Repository

Contact

Email: aadritohossain@gmail.com
LinkedIn: linkedin.com/in/aadritohossain
GitHub: github.com/AadritoHossain