An option pricing demo. Three option pricing models with their Greeks.

European option price and greeks graphs in Black-Scholes model using Matlab.

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

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

Work related to quantitative finance.

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

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

Computation of greeks on an option basket with automatic differentiation

webapp 3D plotting of vanilla greeks

Quantitative Finance, Financial Machine Learning and visualizations Notebooks

Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.

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

Application of Black Scholes model and computation of greeks of European style options in Python.

Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

Weekly exercises of the course of Stochastic Methods for Finance.

Vanilla option pricing and visualisation using Black-Scholes model in pure Python

A collection of my own Quantitative Finance guides covering various topics.