Real time stock and option data.
-
Updated
Jul 6, 2024 - Python
#
black-scholes
Here are 175 public repositories matching this topic...
A Python library for evaluating option trading strategies.
trading-strategies trading-algorithms black-scholes computational-finance options-trading options-pricing
-
Updated
Dec 3, 2024 - Python
Financial Derivatives Calculator with 168+ Models (Options Calculator)
options monte-carlo financial quantlib derivatives quantitative-finance futures financial-analysis currency-exchange black-scholes financial-engineering swaps options-trading heston-model spreads options-pricing term-structure-models vasicek
-
Updated
Dec 8, 2024 - C++
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
python docker google-cloud yahoo-finance-api monte-carlo-simulation option-pricing black-scholes binomial-tree pandas-datareader streamlit
-
Updated
Dec 8, 2022 - Python
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
options monte-carlo derivatives option-pricing quantitative-finance american-options jump-diffusion stochastic-volatility-models black-scholes fourier-transform sabr european-options levy-processes heston-model asian-option bermudan-option lookback-option variance-swap barrier-option quant-finance
-
Updated
Nov 19, 2024 - MATLAB
Option Calculator using Black-Scholes model and Binomial model
calculator options python3 binomial-model black-scholes implied-volatility binomial-tree options-pricing black-scholes-merton
-
Updated
Dec 4, 2019 - Jupyter Notebook
Python Financial ENGineering (PyFENG package in PyPI.org)
derivatives option-pricing quantitative-finance mathematical-finance black-scholes financial-engineering heston-model sabr-model bachelier-model
-
Updated
Nov 19, 2024 - Python
High-frequency statistical arbitrage
black-scholes pairs-trading statistical-arbitrage high-frequency-trading brownian-motion backtesting-frameworks wiener-process vasicek option-greeks ornstein-uhlenbeck-process
-
Updated
Jul 30, 2023 - Jupyter Notebook
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
options trading market financial econometrics derivatives market-data trading-strategies option-pricing black-scholes quantitative-analysis implied-volatility european-options options-trading greeks stock-options derivatives-pricing options-strategies
-
Updated
Sep 13, 2022 - Python
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
option-pricing american-options exotic-option black-scholes european-options longstaff-schwartz binomial-pricing
-
Updated
Nov 7, 2022 - Python
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
react finance options monte-carlo python3 full-stack trading-strategies stocks quantitative-finance black-scholes quantitative-analysis options-trading spreads options-strategies options-pricing payoff-graphs
-
Updated
Jul 15, 2023 - Python
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
python finance pricing calibration fourier quant option-pricing quantitative-finance quantitative-trading variance-gamma black-scholes sabr levy levy-processes options-pricing heston stochastic-volatility
-
Updated
Dec 12, 2024 - Python
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
monte-carlo option-pricing binomial-model black-scholes fourier-transform implied-volatility finite-difference-schemes heston-model jump-diffusion-mertons-model barrier-option
-
Updated
Jan 11, 2022 - Jupyter Notebook
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
statistics numpy pandas-dataframe pandas python3 scipy monte-carlo-simulation portfolio-optimization option-pricing financial-analysis algorithmic-trading black-scholes portfolio-optimizer portfol portfolio-stats
-
Updated
Aug 16, 2020 - Jupyter Notebook
Useful functions for Black–Scholes Model in the Julia Language
julia pricing quantitative-finance black-scholes risk-management pricing-derivatives european-options
-
Updated
Nov 18, 2024 - Julia
Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
c-plus-plus thread parallel openmp stock-market stock-price-prediction monte-carlo-simulation stock-data predictive-modeling predictive-analytics stock-prices prediction-model stock-prediction black-scholes
-
Updated
Jan 16, 2023 - C++
Implementations of Leading Algorithms in Quantitative Finance
-
Updated
Jun 10, 2017 - Python
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
r optimization genetic-algorithm local-search simulated-annealing differential-evolution heuristics grid-search particle-swarm-optimization black-scholes threshold-accepting implied-volatility
-
Updated
Nov 3, 2024 - R
Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.
python3 monte-carlo-simulation option-pricing quantitative-finance black-scholes binomial-trees likelihood-ratio-methods
-
Updated
Aug 18, 2020 - Jupyter Notebook
An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
finance cran r monte-carlo stock-market derivatives option option-pricing sde financial-analysis stochastic-differential-equations jump-diffusion stochastic-processes black-scholes computational-finance financial-engineering brownian-motion
-
Updated
Jun 7, 2020 - R
Improve this page
Add a description, image, and links to the black-scholes topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the black-scholes topic, visit your repo's landing page and select "manage topics."