black-scholes-model

There are 6 repositories under black-scholes-model topic.

  • lyndskg/black-scholes-cpp

    A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

    Language:C++13104

  • 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

  • bmarroc/finance

    Jupyter notebooks implementing Finance projects

    Language:Jupyter Notebook3101

  • theghostmac/tradermac

    šŸ“Šoptions trading engine with real-time data from AlphaVantage.co

    Language:Go3101

  • zaid-24/Options-Trading-Strategy

    Implementation of Black-Scholes model, Jarrow-Rudd binomial tree model & butterfly spread option strategy

    Language:Jupyter Notebook2100

  • Xinyi-Cynthia-Shen/Option-Pricing-and-Delta-Hedging

    Option Pricing and Delta Hedging | Derivatives Pricing in Python

    Language:Jupyter Notebook1