GitHub topics: barrier-option
Aniket2002/option-pricing
Interactive Streamlit dashboard for visualizing and comparing option pricing models — Black-Scholes, Binomial Trees, Monte Carlo, Asian, and Barrier options — with real-time simulations and strategy insights.
Language: Python - Size: 10.7 KB - Last synced at: 26 days ago - Pushed at: 26 days ago - Stars: 0 - Forks: 0
jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Language: MATLAB - Size: 381 KB - Last synced at: 3 months ago - Pushed at: 6 months ago - Stars: 179 - Forks: 67
SebastienEveno/exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Language: Python - Size: 160 KB - Last synced at: 20 days ago - Pushed at: over 1 year ago - Stars: 14 - Forks: 0
Robin-Guilliou/Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
Language: Jupyter Notebook - Size: 1.51 MB - Last synced at: 7 months ago - Pushed at: over 3 years ago - Stars: 71 - Forks: 16
arielsboiardi/FEM-BBoption
Codes for the final project of the course Mathematical models in Finance
Language: MATLAB - Size: 2.68 MB - Last synced at: 6 months ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0
GrantBaker576/FinancialEngineering
Financial Engineering
Language: Jupyter Notebook - Size: 26.4 KB - Last synced at: almost 2 years ago - Pushed at: about 4 years ago - Stars: 1 - Forks: 0
