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GitHub topics: black-scholes-model-application

cm-jones/thales

An options trading bot

Language: C++ - Size: 885 KB - Last synced at: about 13 hours ago - Pushed at: about 14 hours ago - Stars: 7 - Forks: 0

joaquinbejar/OptionStratLib

OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.

Language: Rust - Size: 45.7 MB - Last synced at: about 1 hour ago - Pushed at: about 2 hours ago - Stars: 35 - Forks: 10

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: 30 days ago - Pushed at: 7 months ago - Stars: 3 - Forks: 0

Related Keywords
black-scholes 3 black-scholes-model-application 3 options 3 trading-strategies 2 trading 2 quantitative-finance 2 options-trading 2 financial-engineering 2 black-scholes-equation 2 black-scholes-merton 2 derivatives 2 finance 2 jarrow-rudd-binomial-tree 1 leison-reimer 1 options-pricing 1 jarrow-rudd 1 python 1 numba 1 iv 1 implied-volatility 1 greeks 1 greek-calculations 1 cox-ross-rubenstein 1 black-scholes-model 1 binomial-trees 1 binomial-tree 1 barone-adesi-whaley 1 volatility 1 trading-algorithms 1 simulation 1 rust 1 option-pricing 1 option 1 heston-model 1 financial-analysis 1 postgresql 1 interactive-brokers 1 hft 1 derivatives-pricing 1 cpp23 1 cpp 1