call-option

There are 10 repositories under call-option topic.

  • hkalager/optionm

    This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

    Language:Python5102

  • olof98johansson/FinancialOptionsModelling

    Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

    Language:Python4103

  • jordanhasgul/binomial-options-pricing-model

    An implementation of the binomial options pricing model, formalized by Cox, Ross and Rubinstein from the paper "Option pricing: A simplified approach.", for the valuation of American call and put options.

    Language:C++2100

  • purvilmehta06/Computer-Finance

    This course was offered in my BTech 3rd year sem 6. The course is about the computation of put option and call option using the simulation power. How to predict the Stock Price after some amount of time, what will be the value of american option or europian option at any given time.. etc are the questions which can be answered. Also random walk, probability theory, finance background were the key aspects of this course.

    Language:Jupyter Notebook1200

  • quantumsnowball/AppleDaily20200406

    Language:Python1101

  • SantiagoMorenoV/Black_Scholes_Apple_Stock_Option_Price

    This project implements a script to calculate an option price using the Black-Scholes model.

    Language:Jupyter Notebook1200

  • SK8gh/HestonPricer

    Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.

    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 Notebook110

  • 0xbyte0/covered-call

    experiment : a minimal covered call vault contract 🚧

    Language:Solidity0100

  • monyakenes/Cash-Or-Nothing-Call-Delta

    Construction of Cash-or-Nothing call delta

    Language:MATLAB0100