Projects in Awesome Lists tagged with black-scholes
A curated list of projects in awesome lists tagged with black-scholes .
https://github.com/mcdallas/wallstreet
Real time stock and option data.
black-scholes finance google-finance greeks options stock-data yahoo-finance
Last synced: 08 Apr 2025
https://github.com/AnthonyBradford/optionmatrix
Financial Derivatives Calculator with 171+ Models (Options Calculator)
black-scholes currency-exchange derivatives financial financial-analysis financial-engineering futures heston-model monte-carlo options options-pricing options-trading quantitative-finance quantlib spreads swaps term-structure-models vasicek
Last synced: 30 Mar 2025
https://github.com/just-krivi/option-pricing-models
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.
binomial-tree black-scholes docker google-cloud monte-carlo-simulation option-pricing pandas-datareader python streamlit yahoo-finance-api
Last synced: 04 Apr 2025
https://github.com/krivi95/option-pricing-models
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.
binomial-tree black-scholes docker google-cloud monte-carlo-simulation option-pricing pandas-datareader python streamlit yahoo-finance-api
Last synced: 20 Jan 2025
https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
american-options asian-option barrier-option bermudan-option black-scholes derivatives european-options fourier-transform heston-model jump-diffusion levy-processes lookback-option monte-carlo option-pricing options quant-finance quantitative-finance sabr stochastic-volatility-models variance-swap
Last synced: 22 Feb 2025
https://github.com/jkirkby3/fypy
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.
black-scholes calibration finance fourier heston levy levy-processes option-pricing options-pricing pricing python quant quantitative-finance quantitative-trading sabr stochastic-volatility variance-gamma
Last synced: 22 Feb 2025
https://github.com/apurvshah007/algorithmic-trading
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
algorithmic-trading black-scholes financial-analysis monte-carlo-simulation numpy option-pricing pandas pandas-dataframe portfol portfolio-optimization portfolio-optimizer portfolio-stats python3 scipy statistics
Last synced: 12 Apr 2025
https://github.com/rcalxrc08/financialtoolbox.jl
Useful functions for Black–Scholes Model in the Julia Language
black-scholes european-options julia pricing pricing-derivatives quantitative-finance risk-management
Last synced: 08 Apr 2025
https://github.com/RajdeepKonwar/stockast
Predict stock market pricing over 180 minutes using Black-Scholes stochastic modeling and parallel Monte-Carlo simulations.
black-scholes c-plus-plus monte-carlo-simulation openmp parallel prediction-model predictive-analytics predictive-modeling stock-data stock-market stock-prediction stock-price-prediction stock-prices thread
Last synced: 30 Mar 2025
https://github.com/enricoschumann/nmof
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 .
black-scholes differential-evolution genetic-algorithm grid-search heuristics implied-volatility local-search optimization particle-swarm-optimization r simulated-annealing threshold-accepting
Last synced: 05 Apr 2025
https://github.com/techfanetechnologies/risk_free_interest_rate
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
banknifty black-scholes black-scholes-merton black76 derivatives derivatives-pricing implied-volatility nifty nse option-chain options options-pricing rbi risk-free-interest-rate
Last synced: 24 Apr 2025
https://github.com/primitivefinance/rmm-math
Typescript math library for cumulative distributions, black-scholes, and the RMM trading function.
amm black-scholes cdf defi ethereum rmm
Last synced: 20 Nov 2024
https://github.com/tatevkaren/finance-projects
Case Studies in Finance: Stock Price Valuation using Black-Scholes using Brownian Motions, Investment Project comparing Stocks and Bonds, Determining Pension Fund's Premium. (Case Study Papers and Code)
black-scholes brownian-motion lifeinsurance quantitative-analysis quantitative-finance stochastic-differential-equations stock-valuation
Last synced: 10 Apr 2025
https://github.com/f-z/financial-modelling
Financial modelling, derivatives, investments
binomial-model black-scholes blackscholes derivatives dividends excel finance financial-analysis financial-data financial-engineering option-pricing options quantmod quantstrat r stata valuation value-at-risk
Last synced: 23 Apr 2025
https://github.com/advait/rainbow-options
Visualize options portfolios like rainbows
Last synced: 21 Mar 2025
https://github.com/orlovt/optionspricingcpp
High-performance C++ implementation of critical option pricing models: Black-Scholes, Binomial, Finite Difference, and Monte Carlo.
binomial-pricing black-scholes finite-difference-method low-latency monte-carlo options-pricing options-trading
Last synced: 14 Apr 2025
https://github.com/vantessel/black-scholes-bonanza
A library to deal with options and option strategies
Last synced: 08 Apr 2025
https://github.com/maurodelazeri/black-scholes
Model of price variation over time of financial instruments such as stocks that can, among other things, be used to determine the price of a European call option
Last synced: 21 Apr 2025
https://github.com/sidmohan0/quant-train
Python Repository to ingest, feature engineer, train, backtest, and run a random forest model to predict the direction of the S&P500 at the start of the next day's trading session.
black-scholes ml options-pricing options-trading polygon quant quantitative-finance sp500 sp500-data-analysis
Last synced: 13 Apr 2025
https://github.com/luphord/gaussian-analytics
JavaScript library for analytical pricings of financial derivatives under (log)normal distribution assumptions
black-scholes derivatives pricing
Last synced: 20 Nov 2024
https://github.com/mrigankdoshy/options-pricing
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.
binomial-tree black-scholes monte-carlo-simulation options options-pricing
Last synced: 22 Mar 2025
https://github.com/rob-blackbourn/jetblack-options
Reference implementations of option pricing formulae in Python
black-scholes option-pricing options
Last synced: 12 Apr 2025
https://github.com/crodriguezvega/black-scholes-european-option
European option price and greeks graphs in Black-Scholes model using Matlab.
black-scholes european-options greeks matlab option-pricing
Last synced: 12 Apr 2025
https://github.com/sdediego/quantitative-finance
Quantitative and computational finance library
black-scholes derivatives finance financial-models monte-carlo options pricing quantitative-finance simulation yield-curve
Last synced: 17 Mar 2025
https://github.com/carlobortolan/quantrs
A (very) fast Rust library for quantitative finance.
binomial-model black-76 black-scholes derivatives finite-difference lattice option-pricing options-strategies quant quantitative-finance rust-crate
Last synced: 12 Apr 2025
https://github.com/open-atmos/pympdata-examples
PyMPDATA usage examples reproducing results from literature and depicting how to use PyMPDATA in Python from Jupyter notebooks
advection-diffusion advection-equation black-scholes hyperbolic-equations jupyter mpdata numerical-integration pde-solver pypi-package python shallow-water-equations
Last synced: 12 Apr 2025
https://github.com/beliavsky/black-scholes
Black-Scholes option pricing formula in Fortran
black-scholes finance option-pricing
Last synced: 25 Mar 2025
https://github.com/aurelienperez/deep-hedging
Deep Hedging under market frictions.
black-scholes deep-hedging hedging heston
Last synced: 09 Apr 2025
https://github.com/tthunga24/blackscholesmontecarlo
Flask application allowing users to calculate European options prices based on the Black-Scholes model, view and customize heatmaps for option prices, and run and view the results of Monte Carlo Simulations to approximate option prices.
black-scholes monte-carlo-simulation option-pricing
Last synced: 05 Apr 2025
https://github.com/happyseafox/black-scholes
📊 Black-Scholes options pricing model.
black-scholes bootstrap options
Last synced: 10 Apr 2025
