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Feb 26, 2018 - Python
options-pricing
Here are 106 public repositories matching this topic...
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Jun 15, 2018 - Go
Uses two different methods to calculate a callback option's expected value
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Oct 13, 2018 - Python
MIT Trading Competition algorithmic trading of options and securities
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Dec 3, 2018 - Python
Utility functions for financial market coding in .NET Core
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Dec 27, 2018 - C#
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
📈 Desktop application for calculating fair pricing and Greeks of vanilla European options
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Mar 11, 2019 - Java
options screener for call writing
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May 19, 2019 - Ruby
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
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Jul 8, 2019 - Python
Option Calculator using Black-Scholes model and Binomial model
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Dec 4, 2019 - Jupyter Notebook
This research project applies an object oriented approach to compute the prices of American and European Call and Put options using different pricing methods such as Monte Carlo, the analytical Black-Scholes formula and the Binomial tree method.
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Jan 26, 2020 - C++
Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.
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May 19, 2020 - Jupyter Notebook
A detailed report discussing various topics in stock markets, technical analysis, and options trading.
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Jun 4, 2020
Implementation of Black Scholes & State Price Density for Option Pricing in Python
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Jul 23, 2020 - Jupyter Notebook
Apply option pricing models to price the S&P500 European options by using both parametric models and non-parametric machine learning models.
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Sep 17, 2020 - Jupyter Notebook
Precificação de Opções Europeias utilizando o modelo Black-Scholes.
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Jan 22, 2021 - Python
Calculate Black Scholes Implied Volatility - Vectorwise
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Feb 10, 2021 - Python
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