black-scholes-model-application
There are 2 repositories under black-scholes-model-application topic.
OptionsPricerLib
OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.
Collar-Strategies
This project offers insights into how collar strategies can be tailored to different market conditions, ensuring consistent performance even during high volatility periods.