implied-volatility
There are 54 repositories under implied-volatility topic.
sfl666/option_tools
期权隐含波动率/历史波动率
YuChenAmberLu/Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
ranjanrak/optionchainstream
Live streaming option chain for equity derivatives using Kite connect Websocket based on redis.
marcdemers/py_vollib_vectorized
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
yzoz/python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
tyrneh/options-implied-probability
Generate probability distributions for the future price of publicly traded securities using options data.
ryanmccrickerd/rough_bergomi
A Python implementation of the rough Bergomi model.
Robin-Guilliou/Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
LongOnly/Option-Pricing-under-Uncertainty
By means of stochastic volatility models
fanzhenya/options_lab
Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Volatility, Stock Options, Annualized Rate of Return
enricoschumann/NMOF
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
caramel2001/Financial-Derivative-Analysis-and-Simulation
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
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).
bradleyboyuyang/Optimal-Hedging
Delta hedging under SABR model
hyobyun/VolSurface
3D Volatility surface visualization in the browser
xinyexu/Binary-Option-Pricing
Currency Binary Option Pricing with 3 methods and implied smile
TechfaneTechnologies/risk_free_interest_rate
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
sm-sokout/tse-option
بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)
erkandem/calcbsimpvol
Calculate Black Scholes Implied Volatility - Vectorwise
ashish1497/black-scholes
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
cmhein/implvol
Implied volatility of options
gauss314/back-scholes-model
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
ahudde/greeks
Sensitivities of Prices of Financial Options and Implied Volatilites
Andreamac7/Hunting-for-Smiles
Option modelling in the Jump Diffusion Model
anthonyli01/Neural-Network-Approach-to-Implied-Volatility-Forecasting
Implied volatility is a key aspect when it comes to derivatives pricing. With the growing influence of machine learning in finance, I have investigated the use of LSTMs to forecast 1-day forward Implied Volatility.
boyla950/predicting-the-pound
MSc Finance dissertation project at Newcastle University. This project focused on forecasting the volatility of exchange rates involving the Great British Pound using EWMA, GARCH-type and Implied Volatility models.
caramel2001/Warrant-Hedging
Pricing and hedging of HKEX warrants in Python using Black Scholes, Implied Volatility and Delta Hedging. It is connected to HKEX and BOCI data source.
vslch/yahoo-iv-to-excel
Excel spreadsheet with built-in functionality for loading options implied volatality for selected stock from yahoo
ashayp22/volatility-surface-explorer
Interactive Implied Volatility Surface Explorer
ektoravlonitis/Implied-Volatility-Prediction
Use of LSTM to predict the implied volatility skew in financial markets
sandershortway/BlackScholesHeston
Determine implied volatility according to Black-Scholes dynamics.
hjstobart/quant-finance-series
A collection of my own Quantitative Finance guides covering various topics.
numericalalgorithmsgroup/NAGJavaExamples
Examples demonstrating the nAG Library for Java
Quant-TradingCO/Volatility-and-options
In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.
cloudy-sfu/Newton-Raphson-implied-volatility
Computing implied volatility by Newton-Raphson method