Financial Derivatives Calculator with 168+ Models (Options Calculator)

”Can the Black-Scholes model be adapted to simulate risk-neutral baseline trajectories for high powered rocket launches?”

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

A Python-based tool for options pricing, portfolio management, and risk analysis. Features Black-Scholes pricing, Greeks calculation, scenario analysis, hedging strategies, and interactive visualizations.

An interactive Black-Scholes Option Pricing app built with Streamlit. Features include pricing heatmaps, P&L analysis, and mispricing visualization using market data. Users can explore how spot price, volatility, and other parameters impact option values and identify overvalued/undervalued options.

Auxiliary material course Quantitative Finance (Tilburg University)

A command line utility to calculate the theoretical call and put price of an European option using the black-scholes method

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Python Financial ENGineering (PyFENG package in PyPI.org)

Useful functions for Black–Scholes Model in the Julia Language

A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance

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.

Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .

Tool incorporating stochastic interest rates and prop value volatility to aid in lease option valuation.

Statistics and performance metrics in trading, CAGR, Sharpe, MAE, MFE, and others. Cointegration and option pricing.

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 Python-based trading bot designed to identify and trade mispriced options using the Schwab API. The bot automatically submits limit orders on options it detects as mispriced, and once the orders are filled, it delta hedges the positions to manage risk.

Interactive dashboard about option pricing and option strategies

Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.