GitHub topics: exotic-option
FlorianDaunay/SPFinder
web-based tool to visualize structured financial products payoff and greeks
Language: TypeScript - Size: 13.1 MB - Last synced at: 23 days ago - Pushed at: 23 days ago - Stars: 1 - Forks: 0
PHIL-E-B3/Options_Pricing_Repo
A vanilla and exotic options pricing repository
Language: Jupyter Notebook - Size: 1.1 MB - Last synced at: about 1 month ago - Pushed at: about 1 month ago - Stars: 1 - Forks: 0
saxmaries/exotic-options
Simulates and prices exotic options using stochastic models and Monte Carlo methods in Python. Includes tools for analyzing product behavior, sensitivities (Greeks), and model risk.
Language: Python - Size: 210 KB - Last synced at: 3 months ago - Pushed at: 3 months ago - Stars: 1 - Forks: 0
dimitris-markopoulos/quantitative-finance
A collection of quantitative finance projects covering option pricing, risk analysis, volatility modeling, and investment strategies. Includes Monte Carlo simulations, Black-Scholes & Heston models, the Kelly Criterion, and more.
Language: Jupyter Notebook - Size: 19 MB - Last synced at: 4 months ago - Pushed at: 4 months ago - Stars: 1 - Forks: 0
coupetmaxence/pricing-dashboard
C++ exotic option pricer
Language: C++ - Size: 550 KB - Last synced at: 24 days ago - Pushed at: over 7 years ago - Stars: 2 - Forks: 0
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: 1 day ago - Pushed at: almost 2 years ago - Stars: 14 - Forks: 0
hsjharvey/Option-Pricing
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Language: Python - Size: 190 KB - Last synced at: 7 months ago - Pushed at: almost 3 years ago - Stars: 93 - Forks: 27
anthonymakarewicz/option-pricer
A high-performance C++ library for pricing European, American, and Exotic options
Language: C++ - Size: 6.58 MB - Last synced at: 9 months ago - Pushed at: 9 months ago - Stars: 0 - Forks: 0
parseb/GHOptim
GHOptimal options protocol
Language: Solidity - Size: 3.81 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
JustTheQuant/StochasticVolatilityTensorFlow
This repository provides TensorFlow compatible code for some stochastic volatility models widely used in derivatives pricing.
Language: Jupyter Notebook - Size: 188 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0
msabvid/Deep-PPDE
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Language: Python - Size: 289 KB - Last synced at: over 1 year ago - Pushed at: over 3 years ago - Stars: 31 - Forks: 2
yulu0131/OptDocs
Public Verison for option pricing documentation
Size: 4.8 MB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 0 - Forks: 0
ShiveshM/MCOptionPricing
Exotic options by Monte Carlo
Language: Python - Size: 23.4 KB - Last synced at: over 1 year ago - Pushed at: over 5 years ago - Stars: 6 - Forks: 1
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: almost 2 years ago - Pushed at: over 4 years ago - Stars: 6 - Forks: 4
nicolaivicol/binomial-tree-options-R
Pricing options via binomial trees: European, American, Chooser, Knock-Out, Average Strike
Language: HTML - Size: 285 KB - Last synced at: about 2 years ago - Pushed at: about 8 years ago - Stars: 4 - Forks: 0
AANovokhatskiy/py_exotic_options
Exotic options calculator (barrier, lookback + european call). Python implementation of Black-Sholes equation for exotic options.
Language: Jupyter Notebook - Size: 326 KB - Last synced at: over 2 years ago - Pushed at: over 2 years ago - Stars: 0 - Forks: 0
EricJXShi/Monte-Carlo-Lattice-Options-Pricing
Pricing American Options, Asian Options, Lookback Options, and Floating Lookback Options using Monte-Carlo Simulation and Binomial Lattice approaches.
Language: Jupyter Notebook - Size: 2.22 MB - Last synced at: over 2 years ago - Pushed at: about 3 years ago - Stars: 1 - Forks: 0
andreagrbic/master_rad_matf
Vrednovanje azijskih opcija
Language: R - Size: 739 KB - Last synced at: over 1 year ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 0
