Capstone · Calculus II
Appendix
Downloads, source materials, and links.
Full report (PDF)
The complete report as a single PDF — for printing or offline reference during Friday's discussion.
NotebookPart 1 Python notebook
The starter notebook with the σ estimation, Black-Scholes function, and sanity checks.
PDFPart 1 hand work
Original handwritten/typeset work for Part 1 — Taylor series derivation, Φ evaluation, hand C.
PDFPart 2.1 hand work
Original hand work for Part 2.1 — Δ derivation, the φ-identity proof, Vega/Theta, put-call parity.
PDFProject brief
The original assignment from D. Dickmann, including parameters and grading criteria.
This site is a static report generated with Astro and deployed on Cloudflare Pages. The math is rendered with KaTeX; numerics match the values in the original Python notebook and hand-work PDFs. All theme tokens swap live via the bottom-right pill.