black-scholes-merton

There are 33 repositories under black-scholes-merton topic.

  • YuChenAmberLu/Options-Calculator

    Option Calculator using Black-Scholes model and Binomial model

    Language:Jupyter Notebook1617367

  • bottama/Dynamic-Derivatives-Portfolio-Hedging

    Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

    Language:Python473010

  • SciML/DiffEqFinancial.jl

    Differential equation problem specifications and scientific machine learning for common financial models

    Language:Julia256614

  • TechfaneTechnologies/risk_free_interest_rate

    A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

    Language:Python24307

  • AndrewLyasoff/SMAP

    Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).

    Language:Jupyter Notebook22117

  • ilchen/options-pricing

    Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.

    Language:Jupyter Notebook22401

  • Kamesh-K/Options-Visualization

    Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.

    Language:Jupyter Notebook12202

  • sm-sokout/tse-option

    بررسی و قیمت گذاری اوراق اختیار معامله موجود در بورس اوراق بهادار تهران و فرابورس ایران | Option pricing in Tehran stock exchange (TSE) and IranFarabourse (IFB)

    Language:Jupyter Notebook12301

  • ashish1497/black-scholes

    Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

    Language:TypeScript10122

  • AnjishtGosain/DerivativesPricing

    This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).

    Language:C++7102

  • dreamchef/Black-Scholes-options-pricing

    Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.

    Language:Python4100

  • bottama/black-scholes-option-pricing

    European option pricing, Black and Scholes Model

    Language:Python3200

  • deepakgouda/FinanceLab-MA374

    Lab assignments of Financial Engineering Course MA374

    Language:Jupyter Notebook3105

  • Gonewiththewind4/Financial-Programming-and-its-Application

    The code here is used for several basic financial models and methods, including Black Scholes formula, Monte Carlo Simulation, etc. The codes in this repository are written with C#.

    Language:C#3100

  • LouisWW/Computational-Finance

    Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation

    Language:Python3202

  • virajvaidya/OptionsPricing

    Application of Black Scholes model and computation of greeks of European style options in Python.

    Language:Jupyter Notebook3101

  • ArturSepp/VanillaOptionPricers

    Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models

    Language:Python2100

  • shaurya-chandhoke/black-scholes-merton-calculator

    This project launches a nice little web application that allows users to calculate European option prices using the Black Scholes Merton Differential Equation

    Language:TypeScript2130

  • SaraPeyko/EuropeanOptionPricing

    Testing BS option pricing models

    Language:C++1100

  • SukhmeetSingh2002/FDP-Option-Price

    This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP

    Language:Jupyter Notebook1

  • AAWorks/options-pricing

    Global Markets Options Pricing

    Language:Python0200

  • AmazingK2k3/Financial-Modelling

    Implementation of Streamlit Application for Option Pricing Prediction - Portfolio Development Aider is currently under development

    Language:Jupyter Notebook00
  • OpenAssetPricer

    HNash/OpenAssetPricer

    Open source financial analysis software for valuation of various securities and derivatives.

    Language:C#0200
  • ValueCraft

    huseynibrahimli/ValueCraft

    This is a web project developed in Python using Flask to perform financial valuation and modeling

    Language:Python0100

  • KonstantinQuant/exact-pricing-cpp

    Black-Scholes-Merton Option Pricing application with Greeks written in C++

    Language:C++0100

  • MarcPerezPro/HP-PRIME-BLACK-SCHOLES-MERTON

    Black-Scholes-Merton functions for HP Prime calculators 🧮

    0110

  • n-alex-goncalves/OptionsPricingCalculator

    A short C++ calculator for pricing European call options using the Black-Scholes model.

    Language:C++0100

  • zstoi/Thesis

    Master's Degree Thesis: Applying Reinforcement Learning to Option Pricing and Hedging

    0100

  • asancdec/MCPricer

    (C++) Monte Carlo Option Pricer with Euler-Maruyama Discretization

    Language:C++

  • CaoBittencourt/Derivatives

    Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.

    Language:R10

  • iceokoli/OptionsCalculator

    Options Calculator written in C#

    Language:C#

  • jaysc96/derivative-pricing

    A website for pricing options using black scholes model and different monte carlo methods

    Language:HTML

  • MatthewFound/Black-Scholes-and-greeks

    Repository contains implementation of Black-Scholes model and first-order Greeks for pricing European-style options

    Language:Jupyter Notebook