european-options
There are 32 repositories under european-options topic.
jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
yzoz/python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
hsjharvey/Option-Pricing
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
rcalxrc08/FinancialToolbox.jl
Useful functions for Black–Scholes Model in the Julia Language
chicago-joe/Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
shashank-khanna/Option-Pricing
Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
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.
white07S/Pricing-Models
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
xdefilab/xnsure-protocol
AMM Capped European Options
pmontalb/FiniteDifferencePricing
A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function
AnjishtGosain/DerivativesPricing
This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).
kirillzx/Generalized-Bates-model-draft
📚SDE research and modelling in Finance📚
EricJXShi/Black-Scholes-FEM
Using Finite Element and Finite Difference Methods to Price European Options
ITNeri/Option_Pricing
Asian, American, European and barrier option pricing
lcsrodriguez/CuttingEdge-Milliman
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
olof98johansson/FinancialOptionsModelling
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
bottama/black-scholes-option-pricing
European option pricing, Black and Scholes Model
deepakgouda/FinanceLab-MA374
Lab assignments of Financial Engineering Course MA374
pontazaricardo/Finance_BinomialTree_American-put_European-put
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
xliUNR/ZazoveExercises
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
crodriguezvega/black-scholes-european-option
European option price and greeks graphs in Black-Scholes model using Matlab.
otrenav/implied-volatility-r-package
R package to compute implied volatility for European Options.
alpacajue/monte-carlo
Monte Carlo Simulation for Option Pricing Using MATLAB and Python
GrantBaker576/FinancialEngineering
Financial Engineering
PontusHovb/Option-Pricing
Black Scholes and Binomial Models for pricing European Options and Longstaff Schwartz for pricing American Options
rcolomina/quasi_monte_carlo_stock_options
MonteCarlo and Quasi-MonteCarlo methods for the valuations of spread and lookback finantial options.
vettorefburana/European-Option-Pricing
Collection of functions for pricing european options
xnd-r/BlackScholesOptionPricingModel
A scientific work focused on the studying of financial market modeling
RobertMorey/CppFiniteDifference
Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
RobertMorey/PythonFiniteDifference
Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
tomespel/barrier-and-look-back-options
This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
marek-bauer/Option-pricer
Simple app to valuate price of financial instruments