Financial Derivatives Calculator with 168+ Models (Options Calculator)

Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.

A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).

High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.

Accompanying C++ code for the TastyHedge blog

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.

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

A C++-based bot developed to calculate implied volatility on option prices using the Barone-Adesi Whaley model and perform custom interpolations on the results. Built upon my original Python implementation, this version significantly enhances the performance of both the pricing calculations and interpolation processes.

A scientific work focused on the studying of financial market modeling

A short C++ calculator for pricing European call options using the Black-Scholes model.

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

Portable SIMD-based C++ option pricing library

Repo with implementation of options pricing simulators

School project : implementation of several pricing methods for American / European / Asian options.

Option pricing engine