This model estimates the variation over time of financial instruments. It assumes these instruments (such as stocks or futures) will have a lognormal distribution of prices. Using this assumption and factoring in other important variables, the equation derives the price of a call option. In this case, I analyzed last year's IBERDROLA S. I've est…

MATH 5220 :( Computational methods in finance) A project on Barrier options valuation using Black Scholes method in R

Fast black-scholes-merton option pricing model in Python

Black-Scholes-Merton Option Pricing application with Greeks written in C++

Hybrid implementation of black scholes

An implementation of the black scholes formula in f#

Options pricing algorithm that values the call or put using the Black Scholes Model with real time data

Credit Default Swap

TPPE29 is a course in Financial Markets and Instruments taught at Linkoping University.

options black-schole calc mode

Final Git repo for Black-Scholes & Heat equation PDEs simulations project in C++ with SDL2

R Financial Calculators

Black Scholes Model

This code aims at pricing european dividendless options using the Black-Scholes model to further create an option Portfolio and compute greeks

Pricing vanilla European option using BSM and Monte carlo simulation. Path dependent option pricing using Monte-Carlo simulation

Quantitative Analyst | Python | R | SQL | Machine Learning | Financial Analytics

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.

Option pricing models