FINANCE
A bond price calculator has the following inputs:

Required Rate of Return & Coupon Rate

Settlement & Maturity Date

Frequency (Annual, HalfYearly & Quarterly)

Face Value

Par Value per 100

Time Calculation Method
I ran Monte Carlo Simulation of DCF cashflows with uncertainty in inputs :

Investment cost

Year 1 revenue

Annual Fixed & Variable Cost

Annual revenue growth rate
Black Scholes model helps us to find out the ideal put price and call price for an underlying equity based on holding period, volatility, current price and strike price (exercise price).
In this model, I have also added sensitivity analysis for call price and strike with reference to changes in stock price and its volatility.
In this model, I calculated Minimum Variance, Efficient Frontier, & Distribution of Returns of a 6stock Portfolio.

Stocks  Havells, RIL, Berger Paints, Sun Pharma, ITC and TATA Motors

From Date  20th May 2020

To Date  22nd January 2021

Type  Closing Prices
I ran a simulation for analyzing a portfolio containing 4 stocks HDFC, RIL, YES BANK & INDUSIND by considering historical data of the past 10 years. This model takes into account the uncertainty in returns.
I computed Theta & Delta (Greeks) for the Options of a stock. For this, I used Merton model (continuously dividendpaying stock) to compute the option prices with given inputs such as stock price, time, exercise price, volatility, risk free rate etc.