Ecosyste.ms: Repos
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GitHub topics: black-scholes-merton
TechfaneTechnologies/risk_free_interest_rate
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Language: Python - Size: 104 KB - Last synced: 2 days ago - Pushed: 2 days ago - Stars: 21 - Forks: 6
AAWorks/options-pricing
Global Markets Options Pricing
Language: Python - Size: 138 KB - Last synced: about 1 month ago - Pushed: about 1 month ago - Stars: 0 - Forks: 0
sm-sokout/tse-option
بررسی و قیمت گذاری اوراق اختیار معامله موجود در بورس اوراق بهادار تهران و فرابورس ایران | Option pricing in Tehran stock exchange (TSE) and IranFarabourse (IFB)
Language: Jupyter Notebook - Size: 360 KB - Last synced: 2 months ago - Pushed: 11 months ago - Stars: 10 - Forks: 1
dreamchef/Black-Scholes-options-pricing
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
Language: Python - Size: 5.24 MB - Last synced: 3 months ago - Pushed: 3 months ago - Stars: 2 - Forks: 0
huseynibrahimli/ValueCraft
This is a web project developed in Python using Flask to perform financial valuation and modeling
Language: Python - Size: 515 KB - Last synced: 4 months ago - Pushed: 4 months ago - Stars: 0 - Forks: 0
YuChenAmberLu/Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
Language: Jupyter Notebook - Size: 2.65 MB - Last synced: 7 months ago - Pushed: over 4 years ago - Stars: 134 - Forks: 62
SciML/DiffEqFinancial.jl
Differential equation problem specifications and scientific machine learning for common financial models
Language: Julia - Size: 344 KB - Last synced: about 2 months ago - Pushed: 2 months ago - Stars: 23 - Forks: 16
deepakgouda/FinanceLab-MA374
Lab assignments of Financial Engineering Course MA374
Language: Jupyter Notebook - Size: 28.7 MB - Last synced: 8 months ago - Pushed: about 5 years ago - Stars: 1 - Forks: 5
KonstantinQuant/exact-pricing-cpp
Black-Scholes-Merton Option Pricing application with Greeks written in C++
Language: C++ - Size: 31.3 KB - Last synced: 9 months ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0
CaoBittencourt/Derivatives
Projeto de precificação de listas de opções através dos modelos Black-Scholes e Binomial.
Language: R - Size: 19.5 KB - Last synced: 9 months ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0
Gonewiththewind4/Financial-Programming-and-its-Application
The code here is used for several basic financial models and methods, including Black Scholes formula, Monte Carlo Simulation, etc. The codes in this repository are written with C#.
Language: C# - Size: 22.6 MB - Last synced: 10 months ago - Pushed: about 5 years ago - Stars: 3 - Forks: 0
LouisWW/Computational-Finance
Option pricing using the Binomial-tree, Monte Carlo method and Partial differential equation
Language: Python - Size: 11.5 MB - Last synced: 10 months ago - Pushed: over 1 year ago - Stars: 3 - Forks: 2
HNash/OpenAssetPricer
Open source financial analysis software for valuation of various securities and derivatives.
Language: C# - Size: 1.07 MB - Last synced: 10 months ago - Pushed: 10 months ago - Stars: 0 - Forks: 0
n-alex-goncalves/Options-Pricing-Calculator
A short C++ calculator for pricing European call options using the Black-Scholes model.
Language: C++ - Size: 3.91 KB - Last synced: 11 months ago - Pushed: 11 months ago - Stars: 0 - Forks: 0
ilchen/options-pricing
Python code for pricing European and American options with examples for individual stock and index options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
Language: Jupyter Notebook - Size: 7.29 MB - Last synced: 5 months ago - Pushed: 5 months ago - Stars: 10 - Forks: 2
MarcPerezPro/HP-PRIME-BLACK-SCHOLES-MERTON
Black-Scholes-Merton functions for HP Prime calculators 🧮
Size: 1.11 MB - Last synced: almost 1 year ago - Pushed: over 2 years ago - Stars: 0 - Forks: 0
ashish1497/black-scholes
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
Language: TypeScript - Size: 317 KB - Last synced: about 12 hours ago - Pushed: about 2 years ago - Stars: 10 - Forks: 2
shaurya-chandhoke/black-scholes-merton-calculator
This project launches a nice little web application that allows users to calculate European option prices using the Black Scholes Merton Differential Equation
Language: TypeScript - Size: 405 KB - Last synced: 12 months ago - Pushed: almost 2 years ago - Stars: 2 - Forks: 0
bottama/Dynamic-Derivatives-Portfolio-Hedging
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Language: Python - Size: 5.86 KB - Last synced: over 1 year ago - Pushed: about 3 years ago - Stars: 16 - Forks: 5
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 Notebook - Size: 1.12 MB - Last synced: about 1 year ago - Pushed: about 4 years ago - Stars: 7 - Forks: 2
AndrewLyasoff/SMAP
Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2017 (e.g., the method for computing the price of American call options and the construction of the early exercise premium in the Black-Scholes-Merton framework from section 18.4 in SMAP).
Language: Jupyter Notebook - Size: 1.19 MB - Last synced: 8 months ago - Pushed: about 3 years ago - Stars: 21 - Forks: 7
iceokoli/OptionsCalculator
Options Calculator written in C#
Language: C# - Size: 632 KB - Last synced: about 1 month ago - Pushed: about 3 years ago - Stars: 0 - Forks: 0
