Proud Moment for Nirma University!
Team Last Commit, BTech Students from the Department of Computer Science & Engineering, School of Technology, Nirma University secured 2nd position at the Introductory Options Hackathon organized by the Finance & Economics Club, IIT Guwahati.
Led by Preetansh Devpura, with team members Aditya Jain, Vraj Talati, and Jenil Paghdar, the team built “NVDA Option Risk Intelligence”, an advanced framework for option pricing and risk management.
Their solution featured GARCH volatility forecasting, Black–Scholes pricing, Greeks analysis, market regime detection, and delta hedging strategies. The evaluation was conducted by experts from AQUA (Advanced Quantitative Analytics).
Congratulations to the team for this national-level achievement!
