Stars
4
Forks
1
Language
Python
Last Updated
Oct 12, 2022
Similar Repos
| Repo | Language | Stars | Description | Updated At |
|---|---|---|---|---|
| Jupyter Notebook | 6 | Barrier Option Pricing | Nov 27, 2022 | |
| Python | 2 | Barrier Option Pricing | Aug 17, 2022 | |
| Python | 60 | European/American/Asian option pricing module. BSM/Monte Carlo/Binomial | Jan 04, 2023 | |
| MATLAB | 98 | Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, … | Jan 02, 2023 | |
| Jupyter Notebook | 4 | Bermuda and Knock-out European Barrier Option pricing with Crank-Nicolson finite difference approximation | Apr 26, 2022 | |
| Jupyter Notebook | 3 | Pricing for both European and American Option using Crank-Nicolson finite difference approximation | May 20, 2022 | |
| Python | 2 | European option pricing, Black and Scholes Model | Mar 26, 2022 | |
| Jupyter Notebook | 4 | Deep neural network for American option pricing | Jan 30, 2023 | |
| R | 3 | Stochastic Mesh Method for American Option Pricing | Sep 15, 2020 | |
| Python | 3 | Lattice/tree pricing methods for European and American options | May 07, 2022 | |
| Jupyter Notebook | 2 | Pricing American Option with Least Square Monte Carlo | Jul 07, 2021 | |
| Matlab | 2 | Code for pricing American binary (a.k.a. digital) calls and puts | Sep 06, 2021 | |
| Cuda | 8 | Pricing European and American options with jump models using CUDA on the GPU | Jan 07, 2023 | |
| Python | 2 | Barrier option pricing: Geometric Brownian Motion modeled stock & Monte Carlo simulation in Python | Oct 05, 2023 | |
| C# | 4 | A basic European call option pricing model using a Monte Carlo simulation | Jul 23, 2020 | |
| Jupyter Notebook | 4 | Pricing American style option by estimating optimal stopping time using deep learning | Jan 13, 2023 | |
| C | 24 | European Options Pricing Library | Sep 01, 2022 | |
| Python | 2 | python algorithm for european option pricing scheme using BS and Monte Carlo Simulation | Nov 04, 2019 | |
| Jupyter Notebook | 18 | Currency Binary Option Pricing with 3 methods and implied smile | Feb 04, 2023 | |
| C++ | 6 | Computational Finance: option-pricing and risk-management models; Final Project: Pricing a Multi-Asset American Put Option by … | Jan 28, 2022 | |
| Python | 3 | option pricing toolbox | Jan 26, 2023 | |
| Jupyter Notebook | 2 | Option pricing methods | Mar 02, 2021 | |
| Python | 3 | Calculation and Visualization of Option Price and Greeks on European Options using the Black-Scholes Option … | Mar 26, 2022 | |
| Python | 5 | Monte Carlo simulation: Pricing an European options under binary and lookback payoff schemes | Sep 27, 2022 | |
| Python | 3 | Computes binomial trees for the underyling and option prices of American or European style options. | Aug 11, 2021 | |
| C++ | 2 | An option pricing demo. Three option pricing models with their greeks. | Jun 05, 2023 | |
| C++ | 7 | Local Volatility Option Pricing | Sep 26, 2022 | |
| C++ | 4 | Option pricing using FFT | Jul 23, 2021 | |
| Jupyter Notebook | 3 | Quantum Finance- Option Pricing | Jan 01, 2023 | |
| Python | 2 | Option Pricing Using BSM | Dec 07, 2022 | |
| Jupyter Notebook | 2 | Option pricing with Keras | Mar 10, 2019 | |
| MATLAB | 2 | Option Pricing with Matlab | Sep 26, 2022 | |
| Python | 2 | By using Binomial Tree Model, I can make stock path and estimate European/American option price. | May 26, 2022 | |
| Jupyter Notebook | 2 | Simple binomial tree pricing algorithm to calculate the price of an European call or put … | Mar 20, 2022 | |
| Jupyter Notebook | 9 | European and Forward-start option pricing and implied volatility in the Heston and rough Heston model | Nov 14, 2022 | |
| Python | 8 | Python implementation of Fourier Transform pricing methods for the European call option, including the Fast-Fourier … | Jun 16, 2022 | |
| HTML | 33 | R package for option pricing | Dec 26, 2022 | |
| C++ | 2 | Option Pricing and Stochastic Calculus | Jan 20, 2023 | |
| Jupyter Notebook | 4 | Option Pricing with reinforcement learning | Oct 05, 2022 | |
| Objective-C | 2 | Option pricing methods in MATLAB. | Oct 15, 2013 | |
| JavaScript | 2 | Option pricing with tree model | Nov 26, 2022 | |
| Jupyter Notebook | 4 | Python Binomial Stock Option Pricing | Jun 08, 2022 | |
| R | 4 | Option Volatility and Pricing Models. | Apr 19, 2023 | |
| None | 2 | Option Volatility and Pricing Models. | Mar 04, 2023 | |
| Standard ML | 6 | Emperiments with algorithms for pricing American Options | Mar 23, 2020 | |
| Python | 2 | Pricing American options using Monte Carlo simulation | Aug 13, 2020 | |
| Jupyter Notebook | 2 | LSM with NNs for pricing American Options | Dec 16, 2023 | |
| None | 2 | Apply option pricing theory to run a daily delta gamma hedging simulation on European Call … | Dec 13, 2022 | |
| Python | 2 | Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model … | Nov 04, 2019 | |
| R | 7 | Finance R program - bond pricing, option pricing, and others | Mar 09, 2021 |