GitHub topics: black-scholes-model
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++ - Size: 3.74 MB - Last synced at: 4 days ago - Pushed at: 4 days ago - Stars: 24 - Forks: 6
T-Kalv/Black-Scholes-Model
Implementation of the Black-Scholes Model for Europen option call/put pricing with features including calulating option prices based on mark parameters, estimating implied volatility and visualising option prices against different factors...
Language: Python - Size: 9.77 KB - Last synced at: 28 days ago - Pushed at: 28 days ago - Stars: 1 - Forks: 0
yfnaji/blackdash
An interactive dashboard for options analyses
Language: Python - Size: 68.4 KB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 2 - Forks: 1
SarcasticMatrix/hestonpy
Calibration of Stochastic Volatility models on implied volatility smiles
Language: Jupyter Notebook - Size: 45.9 MB - Last synced at: about 2 months ago - Pushed at: about 2 months ago - Stars: 0 - Forks: 0
Xinyi-Cynthia-Shen/Option-Pricing-and-Delta-Hedging
Option Pricing and Delta Hedging | Derivatives Pricing in Python
Language: Jupyter Notebook - Size: 640 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0
Irvinazo/Modelos-Estocasticos-en-Finanzas
Archivos .tex de algunas de las tareas correspondientes al curso de Modelos Estocásticos en Finanzas de la maestría en proba y estadística del CIMAT
Language: TeX - Size: 626 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 0 - Forks: 0
King3Ds/options-models
using binomial model, black-scholes model, and monte-carlo simulation to calculate fair premium price for call/put options of any stock
Language: Python - Size: 4.88 KB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 0 - Forks: 0
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: Python - Size: 59.6 KB - Last synced at: 18 days ago - Pushed at: 7 months ago - Stars: 3 - Forks: 0
George-Dros/Volatility_Surface
A Python project that visualizes a 3D implied volatility surface for options on any ticker symbol. Configurable inputs include risk-free rate, dividend yield, and strike price range. Ideal for analyzing how volatility varies with time to expiry, moneyness, and strike price.
Language: Python - Size: 4.42 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 0 - Forks: 0
zaid-24/Options-Trading-Strategy
Implementation of Black-Scholes model, Jarrow-Rudd binomial tree model & butterfly spread option strategy
Language: Jupyter Notebook - Size: 181 KB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0
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 at: over 1 year ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0
theghostmac/tradermac
📊options trading engine with real-time data from AlphaVantage.co
Language: Go - Size: 60.5 KB - Last synced at: 11 months ago - Pushed at: over 1 year ago - Stars: 3 - Forks: 1
bmarroc/finance
Jupyter notebooks implementing Finance projects
Language: Jupyter Notebook - Size: 7.37 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
