GitHub topics: greek-calculations
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: 29 days ago - Pushed at: 7 months ago - Stars: 3 - Forks: 0
dwasse/cryptopt
Cryptocurrency option analysis, with theoretical value and greek calculations.
Language: Jupyter Notebook - Size: 1.66 MB - Last synced at: about 2 years ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 3
