black-scholes-model

There are 0 repository under black-scholes-model topic.

lyndskg / black-scholes-cpp
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).
black-scholes blackscholes brownian-motion cpp cpp20 heston-model hestonmodel hft-trading implied-volatility low-latency makefile market-data optimization optimization-algorithms option-greeks options-pricing options-trading stochastic-volatility black-scholes-model
Language:C++ 10
dreamchef / Black-Scholes-options-pricing
Tests the Black-Scholes model's performance on forecasting option call prices of a selected option chain dataset. Discusses factors such as volatility and time to expiration that affect the estimations of call option prices and how this occurs within the dynamics of the model.
black-scholes black-scholes-merton black-scholes-model data-visualization differential-equations error-analysis financial-analysis financial-data financial-mathematics mathematical-modelling partial-differential-equations scientific-computing scientific-programming visualization
Language:Python 3
theghostmac / tradermac
📊options trading engine with real-time data from AlphaVantage.co
black-scholes-model options-pricing options-trading alphavantage-client trading
Language:Go 3
bmarroc / finance
Jupyter notebooks implementing Finance projects
algorithmic-trading binomial-model black-scholes-model bollinger-bands efficient-frontier factor-models mean-reversion-trading momentum-trading option-pricing portfolio-optimization sharpe-optimal-portfolio volatility-surface
Language:Jupyter Notebook 2