call-option

There are 1 repository under call-option topic.

• hkalager / optionm

  This project quantifies the changes in realised and implied volatility over time and investigates profitability of options in top 100 US stocks.

  call-optionoptionmetricsoptions-tradingparallel-processingput-optionpython
  Language:Python 5

• olof98johansson / FinancialOptionsModelling

  Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods

  asian-optionblack-scholescall-optioneuropean-optionsfinancial-derivativesfinancial-modelingmonte-carlooptionsoptions-pricingpdeput-option
  Language:Python 3

• purvilmehta06 / Computer-Finance

  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, probability theory, finance background were the key aspects of this course.

  option-pricingput-optioncall-optioncomputerfinanceblack-scholesforward-backwardcall-put-paritystock-price-prediction
  Language:Jupyter Notebook 1

• quantumsnowball / AppleDaily20200406

  mean-variance-optimizationmean-variance-modelmean-variance-analysisstockstock-marketetfoptionsoptions-tradingoptions-strategiescall-optionput-optioncollar-strategybacktesting
  Language:Python 1

• SantiagoMorenoV / Black_Scholes_Apple_Stock_Option_Price

  This project implements a script to calculate an option price using the Black-Scholes model.

  appleblack-scholesfinancial-marketsoption-pricingstock-marketcall-optionmatplotlibmoving-averagenumpypandasscipyseaborntimeseriesoutlier
  Language:Jupyter Notebook 1

• SK8gh / HestonPricer

  Pricing in a Heston model context, using the QE scheme, the Andersen scheme and Monte-Carlo methods to price vanilla options.

  call-optionderivativesfinanceheston-modelmathematicsoptionspricingquantitative-financestochastic-processes
  Language:C++ 1

• 0xbyte0 / covered-call

  experiment : a minimal covered call vault contract 🚧

  call-optiondefifoundrysmart-contractssolidityweb3
  Language:Solidity 0

• monyakenes / Cash-Or-Nothing-Call-Delta

  Construction of Cash-or-Nothing call delta

  call-optioncash-or-nothingdelta
  Language:MATLAB 0