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Python |
2 |
Options Models for Pricing |
Apr 22, 2022 |
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Julia |
2 |
Pricing models for vanilla options in Julia. |
Jan 28, 2023 |
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C++ |
49 |
C++ implementation of options pricing models |
Nov 18, 2022 |
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Python |
21 |
Research on OTC options pricing models |
Jan 24, 2023 |
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Ruby |
5 |
Module for financial options pricing models in Ruby |
Oct 12, 2017 |
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Clojure |
17 |
Options pricing models (Black-Scholes, etc.) in Clojure |
Jan 11, 2021 |
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Jupyter Notebook |
2 |
Project for pricing options |
Aug 13, 2022 |
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Jupyter Notebook |
21 |
Deep learning for options pricing. |
Jan 27, 2023 |
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R |
5 |
R Package for Options Pricing |
Aug 24, 2022 |
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C |
24 |
European Options Pricing Library |
Sep 01, 2022 |
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Python |
184 |
Python Options Pricing Library |
Jan 26, 2023 |
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Jupyter Notebook |
2 |
Options Pricing with QuantLib for Python |
Feb 04, 2023 |
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Jupyter Notebook |
3 |
Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic … |
Jan 31, 2023 |
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Python |
10 |
Options Pricing Examples in Cython |
Apr 23, 2021 |
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Jupyter Notebook |
4 |
Pricing Asian Options with Correlators |
Feb 04, 2023 |
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Python |
278 |
Basic options pricing in Python |
Jan 21, 2023 |
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Standard ML |
6 |
Emperiments with algorithms for pricing American Options |
Mar 23, 2020 |
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Matlab |
2 |
A toolbox for OTC options pricing & hedging. |
Mar 08, 2022 |
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Jupyter Notebook |
2 |
LSM with NNs for pricing American Options |
Dec 16, 2023 |
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Cuda |
8 |
Pricing European and American options with jump models using CUDA on the GPU |
Jan 07, 2023 |
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Python |
8 |
Options Pricing using Finite Difference Methods |
Nov 24, 2022 |
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Python |
4 |
Pricing and calibration models |
Jan 27, 2023 |
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Jupyter Notebook |
24 |
Deep Neural Networks for Options Pricing (Python) :gem: |
Jan 19, 2023 |
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Jupyter Notebook |
3 |
This project reviewed and implemented various classical pricing models and investment strategies, including Capital Asset … |
Sep 04, 2020 |
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F# |
30 |
Pricing of options and other financial products |
Apr 02, 2022 |
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Python |
6 |
Calibration and pricing options in Heston model |
Dec 12, 2022 |
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Clojure |
4 |
Binomial options pricing model (BOPM) in clojure. |
Sep 23, 2020 |
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Python |
2 |
Pricing American options using Monte Carlo simulation |
Aug 13, 2020 |
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Cuda |
2 |
Monte Carlo simulation for options pricing in CUDA C++. |
Dec 13, 2022 |
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Python |
3 |
Lattice/tree pricing methods for European and American options |
May 07, 2022 |
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Python |
129 |
A library for financial options pricing written in Python. |
Sep 04, 2022 |
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HTML |
2 |
Models, Formulas, Oracles from Model Checking Competition 2020 |
Apr 29, 2021 |
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HTML |
2 |
Models, Formulas, Oracles from Model Checking Competition 2021 |
Mar 08, 2022 |
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Jupyter Notebook |
4 |
Apply option pricing models to price the S&P500 European options by using both parametric models … |
Nov 19, 2022 |
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R |
4 |
Option Volatility and Pricing Models. |
Apr 19, 2023 |
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None |
2 |
Option Volatility and Pricing Models. |
Mar 04, 2023 |
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Python |
20 |
Python code for pricing exotic options, such as Asian options, Barrier options and Look-back options … |
Nov 19, 2022 |
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Java |
4 |
Options pricing library. Mostly a wrapper around jquantlib. |
Sep 23, 2020 |
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MATLAB |
3 |
Pricing American Options using Longstaff & Schwartz (2001) method |
Jul 07, 2021 |
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Python |
10 |
Monte Carlo option pricing algorithms for vanilla and exotic options |
May 28, 2022 |
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C++ |
2 |
An option pricing demo. Three option pricing models with their greeks. |
Jun 05, 2023 |
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Jupyter Notebook |
3 |
Python code for pricing European and American options with examples for individual stock and index … |
Jan 29, 2023 |
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Python |
8 |
Pricing Asian options using finite difference schemes in Python |
Jul 13, 2020 |
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Python |
7 |
Interactive visualization of the CRR binomial options pricing model |
Oct 19, 2022 |
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C++ |
2 |
Pricing Barrier Options using Partial Differential Equations in C++ |
Nov 15, 2022 |
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Matlab |
2 |
Matlab code for pricing American & Game options via the Duality method. |
Sep 14, 2021 |
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HTML |
2 |
Models, formulas and oracles from the 2022 Model Checking Competition |
Apr 23, 2023 |
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R |
7 |
Package for option pricing and volatility calibration for index (and FX) options |
Nov 02, 2022 |
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Ruby |
3 |
💰Toolbox to create complex pricing models |
Jul 25, 2018 |
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R |
4 |
Automated glm pricing analysis for frequency and severity models |
Oct 01, 2020 |