blackscholes
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Quantitative Finance tools
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Jul 6, 2023 - Python
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
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Feb 24, 2025 - Python
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
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May 31, 2022 - Jupyter Notebook
Black Scholes calculator for Python (up to 3rd order Greeks)
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Jan 30, 2025 - Python
Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathematical elegance of the Black-Scholes formula to explore how varying market conditions impact option pricing with real-time interactive visualizations.
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Aug 9, 2024 - Python
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
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Dec 21, 2021 - Python
Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.
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Mar 23, 2020 - Jupyter Notebook
Monte Carlo Methods applied to the Black-Scholes financial market model
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May 9, 2018 - C++
Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
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Aug 11, 2018 - Python
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++
Custom Neuron Decision-Making and Visual Workflow Orchestration Quantitative
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Mar 7, 2025 - Rust
Parallel Patterns Implementation of PARSEC Benchmark Applications
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Dec 29, 2021 - C++
Financial modelling, derivatives, investments
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May 25, 2019 - Java
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.
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May 1, 2021 - Jupyter Notebook
Python implementations of Black Scholes Merton Models and Greeks
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Jul 20, 2020 - Jupyter Notebook
C++ code: Manipulating data and extracting useful outputs
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Nov 23, 2017 - C++
Quantitative Analyst | Python | R | SQL | Machine Learning | Financial Analytics
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Sep 14, 2023
R package with fast methods for Merton's distance-to-default model
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Nov 4, 2020 - R
Codes for analyzing options for spreading/hedging strategies.
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Jul 4, 2023 - Jupyter Notebook
A curated collection of mathematical models spanning various disciplines, offering insights and tools for analysis, simulation, and understanding complex phenomena.
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May 23, 2024 - Java
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