european-options
There are 5 repositories under european-options 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
Language:MATLAB 156yzoz / python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Language:Python 117hsjharvey / Option-Pricing
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Language:Python 89rcalxrc08 / FinancialToolbox.jl
Useful functions for Black–Scholes Model in the Julia Language
Language:Julia 46chicago-joe / Option-Pricing-via-Levy-Models-in-R
using the Inverse-Transform method to speed up options pricing simulations in R
Language:R 27shashank-khanna / Option-Pricing
Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
Language:Python 21white07S / Pricing-Models
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning Model with assessment and performance.
Language:Python 13- Language:Solidity 9
pmontalb / FiniteDifferencePricing
A C++ application of the Crank Nicolson scheme for pricing dividend paying American Options by means of the Green Function
Language:C++ 8- Stochastic-Differential-Equations
kirillzx / Stochastic-Differential-Equations
đź“šSDE research and modelling in Financeđź“š
Language:Jupyter Notebook 7 AnjishtGosain / DerivativesPricing
This repository contains pricing methods for equity European and American options. Monte Carlo and tree methods have been implemented for Black Scholes extensions (standard, with discrete dividend, and with single and double Normal jumps for corporate actions). This repository also contains an implementation of a Differential Evolution algorithm to back-solve model parameters given market data (read from JSON).
Language:C++ 6ITNeri / Option_Pricing
Asian, American, European and barrier option pricing
Language:Python 4lcsrodriguez / CuttingEdge-Milliman
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
Language:Jupyter Notebook 4bottama / black-scholes-option-pricing
European option pricing, Black and Scholes Model
Language:Python 3EricJXShi / Black-Scholes-FEM
Using Finite Element and Finite Difference Methods to Price European Options
Language:MATLAB 3olof98johansson / FinancialOptionsModelling
Modelling and analysing the Asian call/put options compared to the standard European option as well as comparing two different modelling methods
Language:Python 3pontazaricardo / Finance_BinomialTree_American-put_European-put
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
Language:MATLAB 3crodriguezvega / black-scholes-european-option
European option price and greeks graphs in Black-Scholes model using Matlab.
Language:MATLAB 2deepakgouda / FinanceLab-MA374
Lab assignments of Financial Engineering Course MA374
Language:Jupyter Notebook 2otrenav / implied-volatility-r-package
R package to compute implied volatility for European Options.
Language:R 2xliUNR / ZazoveExercises
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
Language:Python 2GrantBaker576 / FinancialEngineering
Financial Engineering
Language:Jupyter Notebook 1rcolomina / quasi_monte_carlo_stock_options
MonteCarlo and Quasi-MonteCarlo methods for the valuations of spread and lookback finantial options.
Language:MATLAB 1vettorefburana / European-Option-Pricing
Collection of functions for pricing european options
Language:R 1xnd-r / BlackScholesOptionPricingModel
A scientific work focused on the studying of financial market modeling
Language:C++ 1tjespel / barrier-and-look-back-options
This package allows you to perform various computations on European call options, barrier options and look-back options in the C++ language.
Language:C++ 0marek-bauer / Option-pricer
Simple app to valuate price of financial instruments
Language:F#RobertMorey / CppFiniteDifference
Finite Difference Method for options pricing (European and American) in C++ (Explicit only)
Language:C++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.
Language:Jupyter Notebook
