options-pricing

There are 114 repositories under options-pricing topic.

  • GraphVega

    rahuljoshi44/GraphVega

    Open Source Options Analytics Platform.

    Language:JavaScript28515642

  • rgaveiga/optionlab

    A Python library for evaluating option trading strategies.

    Language:Python25612846

  • AnthonyBradford/optionmatrix

    Financial Derivatives Calculator with 168+ Models (Options Calculator)

    Language:C++19316344

  • YuChenAmberLu/Options-Calculator

    Option Calculator using Black-Scholes model and Binomial model

    Language:Jupyter Notebook1597366

  • ChiragJhawar/ProjectReward

    A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.

    Language:Python8642222

  • JuliaComputing/Miletus.jl

    Writing financial contracts in Julia

    Language:Julia8412622

  • jkirkby3/fypy

    Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.

    Language:Python765122

  • ThetaData-API/thetadata-python

    Real-time & historical data API for US stocks and options

    Language:Python575918

  • samuelfu/TradingBot

    MIT Trading Competition algorithmic trading of options and securities

    Language:Python417012

  • pratik141/nsedt

    Library to collect NSE data in pandas dataframe

    Language:Python3332616

  • FinancialEngineerLab/finefinance

    KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@

    Language:Jupyter Notebook26205

  • xinyexu/Binary-Option-Pricing

    Currency Binary Option Pricing with 3 methods and implied smile

    Language:Jupyter Notebook250010

  • hyobyun/VolSurface

    3D Volatility surface visualization in the browser

    Language:JavaScript24104

  • TechfaneTechnologies/risk_free_interest_rate

    A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

    Language:Python24307

  • samsonq/Thesis

    Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".

    Language:TeX22502

  • ilchen/options-pricing

    Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.

    Language:Jupyter Notebook21402

  • GrahamboJangles/PutPremiumProcessor

    PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.

    Language:Python20308

  • Joas3068/OptionsProfitCalculator

    Options P/L in React

    Language:JavaScript203112
  • options-2-trees

    t0nychn/options-2-trees

    Interactive visualization of the CRR binomial options pricing model

    Language:Python181026

  • erkandem/calcbsimpvol

    Calculate Black Scholes Implied Volatility - Vectorwise

    Language:Python15265

  • LucaCamerani/EcoFin-Library

    EcoFin is a quantitative economic library

    Language:Python13102

  • 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).

    Language:C++13104

  • Kamesh-K/Options-Visualization

    Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.

    Language:Jupyter Notebook12202

  • siddharthqs/RustyQLib

    RustyQlib: A quant library for derivative pricing and quantitative finance

    Language:Rust12102

  • 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.

    Language:Python11108

  • SebastienEveno/exotx

    exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

    Language:Python11200

  • AlbertLin0327/Black-Scholes-Option

    Black Scholes PDE to calculate Option price and Greek Letter

    Language:Python10102

  • JackMansfield2019/CQF_Trading_Competition

    Cornell Quant Fund 2022 Trading competition Options Case winner

    Language:Python10202

  • kingofknights/Greeks

    Option price calculation based on Black Scholes equation

    Language:C++10301

  • konimarti/fixedincome

    Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

    Language:Go9303

  • zugzvangg/crypto-calibration

    Stochastic volatility models and their application to Deribit crypro-options exchange

    Language:Jupyter Notebook9301

  • ashucoder9/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++8248

  • Rishik-J/QuantFinance

    This repository contains a range of Financial Engineering Projects utilizing Data Science and Python to apply quantitative methods in the Financial markets

    Language:Jupyter Notebook8206

  • SiddhanthMateDEV/FinancialEngineeringResources

    Financial Engineering Repository (Backtesting, Math, Infrastructure & Algorithms Code)

    Language:Python81

  • MarketDataApp/sdk-go

    Market Data's Official Go SDK

    Language:Go7222

  • mkipnis/qldds

    QLDDS - Data Distribution Service for QuantLib

    Language:C++7205