black-scholes-model
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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).
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Apr 13, 2024 - C++
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
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Feb 19, 2024 - Python
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.
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Oct 22, 2024 - Python
📊options trading engine with real-time data from AlphaVantage.co
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Dec 2, 2023 - Go
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.
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Nov 5, 2024 - Python
Implementation of Black-Scholes model, Jarrow-Rudd binomial tree model & butterfly spread option strategy
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Jul 3, 2024 - Jupyter Notebook
Jupyter notebooks implementing Finance projects
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Dec 22, 2023 - Jupyter Notebook
An interactive dashboard for options analyses
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Nov 10, 2024 - Python
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.
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Oct 22, 2024 - C++
A Python project that visualizes a 3D implied volatility surface for options on any ticker symbol. Configurable inputs include risk-free rate, dividend yield, and strike price range. Ideal for analyzing how volatility varies with time to expiry, moneyness, and strike price.
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Nov 15, 2024 - Python
Option Pricing and Delta Hedging | Derivatives Pricing in Python
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Mar 4, 2025 - Jupyter Notebook
Archivos .tex de algunas de las tareas correspondientes al curso de Modelos Estocásticos en Finanzas de la maestría en proba y estadística del CIMAT
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Feb 24, 2025 - TeX
using binomial model, black-scholes model, and monte-carlo simulation to calculate fair premium price for call/put options of any stock
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Jan 21, 2025 - Python
Heston and BlackScholes models for option pricing and portfolio management
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Mar 26, 2025 - Jupyter Notebook
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