I will build a custom option pricing model in python with black scholes and heston

Working option pricing code, not a black box every formula comes with the underlying math, so you can verify it or extend it yourself later.

Covers: European options (Black-Scholes), stochastic volatility (Heston via Fourier inversion), all 8 barrier option types, Greeks, implied volatility.

Delivered as clean, documented Python see my Black-Scholes/Heston/Barrier repo on GitHub (linked in profile) for code style and quality.

Background: final-year math student (GPA 1.2/~3.9), Research Intern at Zuse Institute Berlin on rational approximation for volatility surfaces.