blackscholes
There are 42 repositories under blackscholes topic.
quantsbin/Quantsbin
Quantitative Finance tools
boyac/pyOptionPricing
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
gabrielepompa88/pyBlackScholesAnalytics
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
pooyasf/DGM
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
sumit090594/WQU-Projects
Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
CarloLepelaars/blackscholes
Black Scholes calculator for Python (up to 3rd order Greeks)
max2ma/BlackScholes_MonteCarlo
Monte Carlo Methods applied to the Black-Scholes financial market model
shashank-khanna/Option-Pricing
Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
ParaGroup/p3arsec
Parallel Patterns Implementation of PARSEC Benchmark Applications
f-z/financial-modelling
Financial modelling, derivatives, investments
Liberxue/cqf
Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative
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).
Jspano95/Derivatives_Pricing_Models
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
prudhvi-reddy-m/BlackScholes
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
QGoGithub/CplusplusResearch_Decision_Making
C++ code: Manipulating data and extracting useful outputs
boennecd/DtD
R package with fast methods for Merton's distance-to-default model
unnikrishnannambiar/options-pricing
Python implementations of Black Scholes Merton Models and Greeks
kevinhhl/options-pricing-tools-and-trading-strategies
Codes for analyzing options for spreading/hedging strategies.
samyam81/Mathematical-Model
A curated collection of mathematical models spanning various disciplines, offering insights and tools for analysis, simulation, and understanding complex phenomena.
kmk2015/Multi-Asset-Options-Pricer
European Options Pricer for Equity Index, FX, Interest Rate Swaptions and CDS Swaptions
surfertas/quantitative_finance
Work related to quantitative finance.
eeshwarib23/Quantitative-Analyst-portfolio
Quantitative Analyst | Python | R | SQL | Machine Learning | Financial Analytics
FortranSoftwares/BLACK_SCHOLES
BLACK_SCHOLES is a FORTRAN77 library which demonstrates several approaches to the valuation of a European call, by Desmond Higham.
goption/goption-pricing
Option pricing models
QGoGithub/Matlab---Research-Optimisation-and-Forecasting
Matlab code and tools for Quant Research, Data Manipulation and Robust Decision Making
jtang25/Black-Scholes-Model-Option-Calculator
Automated Option pricing using the Black-Scholes Financial Model
jakeberggren/TPPE29-Financial-Markets-and-Instruments
TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.
lcsrodriguez/ENSIIE_S3_PAP_BLACK_SCHOLES_CPP
Final Git repo for Black-Scholes & Heat equation PDEs simulations project in C++ with SDL2
MathisAchddou/option-pricing-and-greeks-computation
This code aims at pricing european dividendless options using the Black-Scholes model to further create an option Portfolio and compute greeks
MunumButt/Fast-BSM-Python
Fast black-scholes-merton option pricing model in Python
subhamsharma7/Options-Pricing-
Pricing vanilla European option using BSM and Monte carlo simulation. Path dependent option pricing using Monte-Carlo simulation
uselim76/CDS
Credit Default Swap
xarendovich/FIxed-Income-Calculator
R Financial Calculators
OmoyeniO/Barrier-options-valuation
MATH 5220 :( Computational methods in finance) A project on Barrier options valuation using Black Scholes method in R
UddamB/options-valuation
Options pricing algorithm that values the call or put using the Black Scholes Model with real time data