Implementation of option pricing using Black Scholes Model and delta hedging strategies on SPX data
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Updated
Dec 8, 2022 - Jupyter Notebook
Implementation of option pricing using Black Scholes Model and delta hedging strategies on SPX data
Accompanying C++ code for the TastyHedge blog
Implements multiple models to price vanilla options. Exotic option pricing features coming soon!
Pricing of binary options using Black-Scholes formulas
C++ Opensource Phinance Engine
This is a web project developed in Python using Flask to perform financial valuation and modeling
Finite Difference Method for Option (European and American) pricing, with greeks for explicit. FastExplicit() is a partially vectorised form of Explicit() that is much faster.
European option price and greeks graphs in Black-Scholes model using Matlab.
Pricing and hedging of HKEX warrants in Python using Black Scholes, Implied Volatility and Delta Hedging. It is connected to HKEX and BOCI data source.
Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.
A shiny app that allows you to compare the calculation speed of the Cox-Ross-Rubinstein (CRR) option pricing model implemented in R, Java and C++.
This course was offered in my BTech 3rd year sem 6. The course is about the computation of put option and call option using the simulation power. How to predict the Stock Price after some amount of time, what will be the value of american option or europian option at any given time.. etc are the questions which can be answered. Also random walk,…
(Put on hold temporarily) The simple option pricer written in Python. The structure and development path is inspired by the book "Numerical Methods in Finance with C++" , M.Capiński & T. Zastawniak. This will be a base to start playing with automatic differentation.
Pricing Option script to quickly price any options
This Python script helps financial enthusiasts and professionals understand the dynamics of American put options by calculating their exercise boundary.
Non-exotic and exotic option price simulator using Monte Carlo simulation
Collection of functions for pricing european options
Modeling option prices of Bitcoin indices on a specified time interval.
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