greek-calculations

There are 2 repositories under greek-calculations topic.

  • dwasse/cryptopt

    Cryptocurrency option analysis, with theoretical value and greek calculations.

    Language:Jupyter Notebook10203

  • hedge0/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.

    Language:Python3100