Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.

Educational and practical tool for estimates of Option Pricing and calculations of Greeks using the Black-Scholes Mathematical Model.

Repository contains implementation of Black-Scholes model and first-order Greeks for pricing European-style options

Programmings skills application in derivative pricing

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

Gouant is a Go library for calculating option pricing and Greeks using the Black-Scholes model. It provides comprehensive functionality for options pricing, including price calculation, implied volatility, and option Greeks.

Modelisation of european options in order to plot the payoff and the greeks of vanilla options and combinaisons of options.

This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.

for mini magazine cms or blog...extrem fast code ... without database .... very easy to use ...

PHP SDK developed by @caymanbrothers, @GloomBerry and @stefankuehnel for the analysis and valuation of equity derivative options.

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.

Monte-Carlo Simulation of Financial Sensitivities (EPFL - Stochastic Simulation)

Calculate Greeks (Delta, Gamma, Theta, Vega) by the Option.

Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.

In this project, I implement the Black & Scholes model to price options and analyze their Greeks, including Delta, Gamma, Theta, Vega, and Rho, along with implied volatility. The repository features interactive Jupyter notebooks and practical examples to help you understand how these concepts apply in real-world scenarios.

These reports were developed for the course Stochastic methods for finance using real data from yahoo finance and analyzing it via excel VBA

webapp 3D plotting of vanilla greeks

Visualize the Solar System: A Python script that plots the orbits of the major planets, with a special focus on Pluto and the Kuiper Belt. Utilizing NumPy for calculations and Matplotlib for visualization, this script provides an educational tool to explore the dynamics of our solar system, highlighting Pluto's unique orbit and the vast Kuiper Belt