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Mar 12, 2018 - Python
implied-volatility
Here are 49 public repositories matching this topic...
Binomial Tree Pricer
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Mar 14, 2018 - Java
A Python implementation of the rough Bergomi model.
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Sep 17, 2018 - Jupyter Notebook
3D Volatility surface visualization in the browser
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Jan 26, 2019 - JavaScript
Currency Binary Option Pricing with 3 methods and implied smile
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Mar 3, 2019 - Jupyter Notebook
Option Calculator using Black-Scholes model and Binomial model
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Dec 4, 2019 - Jupyter Notebook
By means of stochastic volatility models
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Mar 24, 2020 - Jupyter Notebook
Excel spreadsheet with built-in functionality for loading options implied volatality for selected stock from yahoo
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Mar 30, 2020
Implied volatility of options
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Aug 8, 2020 - C++
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Oct 1, 2020 - Jupyter Notebook
Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Volatility, Stock Options, Annualized Rate of Return
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Nov 26, 2020 - Jupyter Notebook
Option modelling in the Jump Diffusion Model
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Jan 3, 2021 - Jupyter Notebook
Calculate Black Scholes Implied Volatility - Vectorwise
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Feb 10, 2021 - Python
Determine implied volatility according to Black-Scholes dynamics.
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Jun 29, 2021 - Python
Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD
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Nov 18, 2021 - MATLAB
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
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Jan 11, 2022 - Jupyter Notebook
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
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Jan 30, 2022 - PHP
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
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May 6, 2022 - TypeScript
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