derivatives-pricing

There are 69 repositories under derivatives-pricing topic.

  • Financial-Modeling

    Analyzing and Simulating Financial phenomena for pricing securities

    Language:Jupyter Notebook2

  • Stochastic-Volatility-Models

    Repository of the 'Stochastic Volatility Models' Student Lab

    Language:Jupyter Notebook2
  • Yield-Curve-Models

    Yield-Curve-Models

    Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.

    Language:MATLAB2

  • Joshi_Cpp

    Material from the book of Mark Joshi: "Design Patterns and Derivatives Pricing" (2nd edition), updated to C++17 and adapted to my own coding style.

    Language:C++2

  • Option-Pricing-and-Delta-Hedging

    Option Pricing and Delta Hedging | Derivatives Pricing in Python

    Language:Jupyter Notebook1

  • Advanced-Simulation-Methods

    This project focuses on applying advanced simulation methods for derivatives pricing. It includes Monte-Carlo, Variance Reduction Techniques, Distribution Sampling Methods, Euler Schemes, and Milstein Schemes.

    Language:Jupyter Notebook1

  • Risk-Hedging-Strategies

    In this Repository you will find projects, exercises and bibliography related to Risk Hedging Strategies.

    Language:HTML1

  • Monte-Carlo-Option-Pricing-Simulator

    A GUI Based executable app which takes input values from the end user and return CALL/PUT option prices. Currently working on scaling the app to take datasets as input and store resultant option pricing in a file.

    Language:C++1

  • simulation-based-pricing

    Monte Carlo Simulation Option Pricing application in various programming languages and Excel

    Language:Jupyter Notebook1

  • Financial-Engineering-in-Interest-Rates-and-FX

    C++ Application for Financial Engineering in Interest Rates and FX

    Language:C++1

  • FinancialEngineering

    Financial Engineering

    Language:Jupyter Notebook1

  • derivative-pricing-models

    Derivative Pricing Models implemented in Python

    Language:Jupyter Notebook1

  • Financial-Derivative-Pricing-Application

    An application used to price financial derivatives (options) via Black-Scholes and divided difference formulae. This application uses Policy-Based design and Template Metaprogramming.

    Language:C++1

  • Derivative-Pricing-in-Practice-Assignments-2018

    The repository for The Derivative Pricing in Practice Subject's Assignments

    Language:Jupyter Notebook1

  • Cegaware

    Cegaware is a comprehensive solution for sales, traders and structurers to manage their financial derivatives contracts.

  • OptionPortfolioPricer

    Pricer for weighed sum of european vanilla options

    Language:Python

  • derivative-pricing

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

    Language:HTML

  • VBACodeBank

    Une collection de fonctions VBA, conçues pour améliorer votre efficacité dans la gestion des données et des processus dans Excel.

    Language:VBA

  • OptDocs

    Public Verison for option pricing documentation

  • Financial-mathematics-and-derivatives

    This repository holds my journey thought derivatives, pricing, maths and volatility associated.

    Language:Jupyter Notebook

  • Options-Pricing

    The repository contains various models for pricing options, including the popular Black-Scholes model, as well as more advanced models that take into account stochastic volatility, jumps and other factors.

    Language:Jupyter Notebook

  • R-Derivatives-Pricing

    University Project: simulation techniques to price derivatives. It will involve Monte-Carlo, variance-reduction techniques, and advanced simulation methods.

  • black-scholes-with-google-sheets

    Black-Scholes derivatives pricing model implementation in Google Sheets.

    Language:JavaScript

  • black_scholes

    Black-Scholes-Merton European Options Pricing

    Language:Jupyter Notebook

  • LevyAlphaStableDistribution

    A method for generating n random values, sampled from a Levy alpha stable distribution. It is useful for Levy adjusted random walks and financial risk modelling.

    Language:C

  • sparse-anova

    Implementation for Thesis "Deep Learning with Sparse Grids"

    Language:Jupyter Notebook

  • Swap10y

    Global Rates - Automated Trading Strategies - Real time 10y swap pricer in java

  • derivx_js

    DerivX JavaScript Wrapper

  • derivx_py

    DerivX Python Wrapper

    Language:Python

  • backtest_trade_opcoes

    Algorithm developed to capture and analyze data on financial derivatives. And run a backtest to validate a defined strategy.

  • Derivatives_valuation_and_Credit_risk_models

    In this section we will explore several contributions on Financial Derivatives valuation

    Language:Jupyter Notebook

  • portfolio-analysis

    Calculate the damage to power plants and utility companies based on their holdings' locations and hedge portfolio

    Language:Jupyter Notebook