An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.
Heston and BlackScholes models for option pricing and portfolio management
HPR Rocket Simulator
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.
Financial Derivatives Calculator with 171+ Models (Options Calculator)
Go implementation of the basic Black Scholes formulas for European option prices, greeks and implied volatility
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 .
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
A small project using the Black-Scholes model.
A Python library for evaluating option trading strategies.
In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Numerical simulation laboratory: completed projects
A Black-Scholes Model Application built with Streamlit that includes a PnL calculator, heat-map visualizations, and real-time stock data integration.
The project consists of implementing the CUDA cores in an Nvidia GPU through CUDA Programming to exponentially increase the throughput of a european options pricing simulation using the Black-Schole's formula.
A collection of educational notebooks covering key mathematical concepts and their applications in quantitative finance
Auxiliary material course Quantitative Finance (Tilburg University)
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.
A command line utility to calculate the theoretical call and put price of an European option using the black-scholes method
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