JesusAlMM/PnL-Visualizer

A dynamic Shiny app that leverages the Black-Scholes model to simulate option pricing and visualize Profit & Loss scenarios.

Language: R - Size: 0 Bytes - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 0 - Forks: 0

JesusAlMM/Volatility-Surface

A Streamlit app that computes and visualizes implied volatility surfaces using the Black-Scholes model. Includes interactive tools to explore option Greeks.

Language: Python - Size: 6.84 KB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 0 - Forks: 0

JesusAlMM/PnLVisualize

A dynamic Shiny app that leverages the Black-Scholes model to simulate option pricing and visualize Profit & Loss scenarios.

Language: R - Size: 22.5 KB - Last synced at: 5 days ago - Pushed at: 5 days ago - Stars: 0 - Forks: 0

oscarhoffmann3487/TPPE29_Financial_markets

This repository contains Matlab code for pricing European, American, and exotic options using a binomial tree framework. The project was completed as part of the TPPE29 course in Financial Markets and Instruments at Linköping University.

Language: MATLAB - Size: 10.7 KB - Last synced at: 7 days ago - Pushed at: 7 days ago - Stars: 0 - Forks: 0

CarloLepelaars/blackscholes

Black Scholes calculator for Python (up to 3rd order Greeks)

Language: Python - Size: 1.83 MB - Last synced at: 11 days ago - Pushed at: 3 months ago - Stars: 43 - Forks: 11

MichaelCarloH/Option-Pricing

This repository contains various models and techniques for pricing financial options. The focus is on implementing the Black-Scholes model and some of its extensions (e.g. Heston) , visualizing implied volatility surfaces, and utilizing Monte Carlo simulations for exotic option pricing. PYPI pckg: https://pypi.org/project/tiny-pricing-utils/1.0.3/

Language: Jupyter Notebook - Size: 6.48 MB - Last synced at: 8 days ago - Pushed at: about 1 month ago - Stars: 4 - Forks: 0

quantsbin/Quantsbin

Quantitative Finance tools

Language: Python - Size: 156 KB - Last synced at: 18 days ago - Pushed at: almost 2 years ago - Stars: 518 - Forks: 73

boyac/pyOptionPricing

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Language: Python - Size: 779 KB - Last synced at: 14 days ago - Pushed at: 2 months ago - Stars: 301 - Forks: 31

f-z/financial-modelling

Financial modelling, derivatives, investments

Language: Java - Size: 6.26 MB - Last synced at: 3 days ago - Pushed at: almost 6 years ago - Stars: 15 - Forks: 5

gabrielepompa88/pyBlackScholesAnalytics

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

Language: Jupyter Notebook - Size: 7.54 MB - Last synced at: 27 days ago - Pushed at: almost 3 years ago - Stars: 118 - Forks: 31

Liberxue/cqf

Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative

Language: Rust - Size: 1.06 MB - Last synced at: 12 days ago - Pushed at: 16 days ago - Stars: 17 - Forks: 5

yaaks7/options-pricing

Options Pricing Project

Language: JavaScript - Size: 6.48 MB - Last synced at: 6 months ago - Pushed at: 6 months ago - Stars: 1 - Forks: 0

max2ma/BlackScholes_MonteCarlo

Monte Carlo Methods applied to the Black-Scholes financial market model

Language: C++ - Size: 569 KB - Last synced at: 6 months ago - Pushed at: almost 7 years ago - Stars: 23 - Forks: 8

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: Python - Size: 10.7 KB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0

MunumButt/Fast-BSM-Python

Fast black-scholes-merton option pricing model in Python

Language: Jupyter Notebook - Size: 1.77 MB - Last synced at: 9 months ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

eeshwarib23/Quantitative-Analyst-portfolio

Quantitative Analyst | Python | R | SQL | Machine Learning | Financial Analytics

Size: 4.88 KB - Last synced at: 9 months ago - Pushed at: over 1 year ago - Stars: 2 - Forks: 0

samyam81/Mathematical-Model

A curated collection of mathematical models spanning various disciplines, offering insights and tools for analysis, simulation, and understanding complex phenomena.

Language: Java - Size: 15.6 KB - Last synced at: 19 days ago - Pushed at: 11 months ago - Stars: 4 - Forks: 0

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: 3.73 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 9 - Forks: 3

MathisAchddou/option-pricing-and-greeks-computation

This code aims at pricing european dividendless options using the Black-Scholes model to further create an option Portfolio and compute greeks

Language: Jupyter Notebook - Size: 7.81 KB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

charlerive/library

options black-schole calc mode

Language: Go - Size: 47.9 KB - Last synced at: 28 days ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0

sidbannet/stockhealth

`stockhealth` is a Python package built for investment management and analysis of security in US stock exchange.

Language: Python - Size: 11.4 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0

subhamsharma7/Options-Pricing-

Pricing vanilla European option using BSM and Monte carlo simulation. Path dependent option pricing using Monte-Carlo simulation

Language: Jupyter Notebook - Size: 2.24 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0

Jspano95/Derivatives_Pricing_Models

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

Language: Jupyter Notebook - Size: 153 KB - Last synced at: over 1 year ago - Pushed at: almost 4 years ago - Stars: 6 - Forks: 4

KonstantinQuant/exact-pricing-cpp

Black-Scholes-Merton Option Pricing application with Greeks written in C++

Language: C++ - Size: 31.3 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 0 - Forks: 0

boennecd/DtD

R package with fast methods for Merton's distance-to-default model

Language: R - Size: 1.26 MB - Last synced at: over 1 year ago - Pushed at: over 4 years ago - Stars: 6 - Forks: 2

UddamB/options-valuation

Options pricing algorithm that values the call or put using the Black Scholes Model with real time data

Language: Python - Size: 9.77 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 1

pooyasf/DGM

Solving High Dimensional Partial Differential Equations with Deep Neural Networks

Language: Python - Size: 14.3 MB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 18 - Forks: 9

goption/goption-pricing

Option pricing models

Language: Go - Size: 55.7 KB - Last synced at: almost 2 years ago - Pushed at: over 6 years ago - Stars: 1 - Forks: 1

lcsrodriguez/ENSIIE_S3_PAP_BLACK_SCHOLES_CPP

Final Git repo for Black-Scholes & Heat equation PDEs simulations project in C++ with SDL2

Language: C++ - Size: 1.8 MB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

jakeberggren/TPPE29-Financial-Markets-and-Instruments

TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.

Language: MATLAB - Size: 9.77 KB - Last synced at: over 1 year ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

jtang25/Black-Scholes-Model-Option-Calculator

Automated Option pricing using the Black-Scholes Financial Model

Language: Python - Size: 1.95 KB - Last synced at: almost 2 years ago - Pushed at: over 2 years ago - Stars: 2 - Forks: 0

OmoyeniO/Barrier-options-valuation

MATH 5220 :( Computational methods in finance) A project on Barrier options valuation using Black Scholes method in R

Language: Jupyter Notebook - Size: 1.09 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0

shashank-khanna/Option-Pricing

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

Language: Python - Size: 7.81 KB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 18 - Forks: 7

ParaGroup/p3arsec

Parallel Patterns Implementation of PARSEC Benchmark Applications

Language: C++ - Size: 1.61 MB - Last synced at: almost 2 years ago - Pushed at: over 3 years ago - Stars: 15 - Forks: 7

xarendovich/FIxed-Income-Calculator

R Financial Calculators

Language: R - Size: 9.77 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 0 - Forks: 0

uselim76/CDS

Credit Default Swap

Language: R - Size: 1.33 MB - Last synced at: about 2 years ago - Pushed at: about 3 years ago - Stars: 0 - Forks: 1

jblanco89/Black-Sholes-Analysis

This model estimates the variation over time of financial instruments. It assumes these instruments (such as stocks or futures) will have a lognormal distribution of prices. Using this assumption and factoring in other important variables, the equation derives the price of a call option. In this case, I analyzed last year's IBERDROLA S. I've estimated Call and Put options by changing the free risk rate, stock price (today), strike price (future) and time of maturity.

Language: VBA - Size: 474 KB - Last synced at: almost 2 years ago - Pushed at: about 4 years ago - Stars: 0 - Forks: 0

AnthonyTedde/RandomProcesses

Language: R - Size: 682 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 1 - Forks: 0

QGoGithub/Matlab---Research-Optimisation-and-Forecasting

Matlab code and tools for Quant Research, Data Manipulation and Robust Decision Making

Language: Matlab - Size: 14.6 KB - Last synced at: about 2 years ago - Pushed at: almost 7 years ago - Stars: 2 - Forks: 1

QGoGithub/CplusplusResearch_Decision_Making

C++ code: Manipulating data and extracting useful outputs

Language: C++ - Size: 36.1 KB - Last synced at: about 2 years ago - Pushed at: over 7 years ago - Stars: 5 - Forks: 1

tacoo/go-blackscholes

Black Scholes Model

Language: Go - Size: 9.77 KB - Last synced at: 10 months ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 2

FortranSoftwares/BLACK_SCHOLES

BLACK_SCHOLES is a FORTRAN77 library which demonstrates several approaches to the valuation of a European call, by Desmond Higham.

Language: Fortran - Size: 18.6 KB - Last synced at: 3 months ago - Pushed at: over 4 years ago - Stars: 2 - Forks: 0

surfertas/quantitative_finance

Work related to quantitative finance.

Language: Jupyter Notebook - Size: 2.43 MB - Last synced at: about 8 hours ago - Pushed at: about 7 years ago - Stars: 3 - Forks: 0

CasperCBroeren/FsharpBlackScholes

An implementation of the black scholes formula in f#

Language: F# - Size: 9.77 KB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 0 - Forks: 0

VitorRamos/Blackscholes

Hybrid implementation of black scholes

Language: C - Size: 7.43 MB - Last synced at: about 2 months ago - Pushed at: almost 8 years ago - Stars: 0 - Forks: 0