Quant-TradingCO / Volatility-and-options

In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.

Home Page:https://github.com/Quant-TradingCO

Geek Repo:Geek Repo

Github PK Tool:Github PK Tool

Volatility and options

In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.

We offer some free or paid courses as well as other resources. Please visit us in: www.quant-trading.co

If this content is helpful and you want to make a donation please click on the button

paypal

About

In this repo you will find some tools related to pricing and risk measurement of options. You can find tools to calculate the price of an option like de Black-Scholes or Heston Model, or to get implied volatilities.

https://github.com/Quant-TradingCO


Languages

Language:Jupyter Notebook 100.0%