Quantitative Finance tools

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Options and Option Strategies analytics for educational purpose using the Black-Scholes Model

Solving High Dimensional Partial Differential Equations with Deep Neural Networks

Projects are developed for implementing the knowledge gained in the courses studied at World Quant University and meeting the requirement of clearing the courses.

Monte Carlo Methods applied to the Black-Scholes financial market model

Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.

Parallel Patterns Implementation of PARSEC Benchmark Applications

Black Scholes calculator for Python including up to 3rd order Greeks

Financial modelling, derivatives, investments

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).

Introduction to options pricing theory and advanced numerical methods for pricing both vanilla and exotic options.

C++ code: Manipulating data and extracting useful outputs

R package with fast methods for Merton's distance-to-default model

Python implementations of Black Scholes Merton Models and Greeks

Codes for analyzing options for spreading/hedging strategies.

Work related to quantitative finance.

Option pricing models

Matlab code and tools for Quant Research, Data Manipulation and Robust Decision Making

BLACK_SCHOLES is a FORTRAN77 library which demonstrates several approaches to the valuation of a European call, by Desmond Higham.