nix1/bye

Backtesting Yield Estimator for Index&Stock Options. A tool for testing long-term option-based trading/investment strategies.

Language: Python - Size: 29.3 KB - Last synced at: 20 days ago - Pushed at: over 2 years ago - Stars: 9 - Forks: 1

olof98johansson/FinancialOptionsModelling

Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

Language: Python - Size: 372 KB - Last synced at: about 2 years ago - Pushed at: over 3 years ago - Stars: 3 - Forks: 1

quantumsnowball/AppleDaily20200601

Language: Python - Size: 482 KB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 3 - Forks: 1

hkalager/optionm

This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

Language: Python - Size: 932 KB - Last synced at: about 2 years ago - Pushed at: almost 3 years ago - Stars: 1 - Forks: 1

purvilmehta06/Computer-Finance

This course was offered in my BTech 3rd year sem 6. The course is about the computation of put option and call option using the simulation power. How to predict the Stock Price after some amount of time, what will be the value of american option or europian option at any given time.. etc are the questions which can be answered. Also random walk, probability theory, finance background were the key aspects of this course.

Language: Jupyter Notebook - Size: 103 KB - Last synced at: about 2 years ago - Pushed at: almost 5 years ago - Stars: 1 - Forks: 0

quantumsnowball/AppleDaily20200309

Language: Python - Size: 498 KB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 1 - Forks: 0

SukhmeetSingh2002/FDP-Option-Price

This repository contains the files for the MA628 course project, focusing on financial data analysis and option pricing for a CRSP

Language: Jupyter Notebook - Size: 2.41 MB - Last synced at: 11 months ago - Pushed at: 11 months ago - Stars: 0 - Forks: 0

jordanhasgul/binomial-options-pricing-model

An implementation of the binomial options pricing model, formalized by Cox, Ross and Rubinstein from the paper "Option pricing: A simplified approach.", for the valuation of American call and put options.

Language: C++ - Size: 60.5 KB - Last synced at: 2 months ago - Pushed at: over 4 years ago - Stars: 0 - Forks: 0

quantumsnowball/AppleDaily20200406

Language: Python - Size: 383 KB - Last synced at: about 2 years ago - Pushed at: about 5 years ago - Stars: 0 - Forks: 0