barrier-option

There are 1 repository under barrier-option topic.

jkirkby3 / PROJ_Option_Pricing_Matlab
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
quantitative-finance levy-processes black-scholes american-options bermudan-option asian-option european-options lookback-option variance-swap barrier-option heston-model jump-diffusion fourier-transform derivatives options monte-carlo option-pricing stochastic-volatility-models sabr quant-finance
Language:MATLAB 157
Robin-Guilliou / Option-Pricing
Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fourier).
barrier-option binomial-model black-scholes finite-difference-schemes fourier-transform heston-model implied-volatility jump-diffusion-mertons-model monte-carlo option-pricing
Language:Jupyter Notebook 62
SebastienEveno / exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
autocallable barrier-option equity-derivatives exotic-option financial-derivatives financial-engineering options-pricing quantitative-finance quantlib risk-management
Language:Python 11
ITNeri / Option_Pricing
Asian, American, European and barrier option pricing
option-pricing american-options asian-option european-options barrier-option
Language:Python 4
GrantBaker576 / FinancialEngineering
Financial Engineering
lattice kdb-q derivatives-pricing barrier-option american-options european-options
Language:Jupyter Notebook 1
arielsboiardi / FEM-BBoption
Codes for the final project of the course Mathematical models in Finance
quantitative-finance numerical-methods finite-element-methods barrier-option
Language:MATLAB 0