greeks
There are 3 repositories under greeks topic.
mcdallas / wallstreet
Real time stock and option data.
Language:Python 1564rburkholder / trade-frame
C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.
Language:C++ 587marcdemers / py_vollib_vectorized
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Language:Python 137yzoz / python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Language:Python 134gabrielepompa88 / pyBlackScholesAnalytics
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Language:Jupyter Notebook 124aaguiar10 / gflows
View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes
Language:Python 70bottama / Dynamic-Derivatives-Portfolio-Hedging
Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage of Options contracts.
Language:Python 56kingofknights / Greeks
Option price calculation based on Black Scholes equation
Language:C++ 11ashish1497 / black-scholes
Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.
Language:TypeScript 10gauss314 / back-scholes-model
Black Scholes and Merton option, greeks and implied volatility calc for PHP Laravel or Symfony package
Language:PHP 9aidinattar / Financial-Mathematics
Weekly exercises of the course of Stochastic Methods for Finance.
Language:Jupyter Notebook 8- Language:R 7
HapticFinance / greeks-uni-v3
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
Language:R 7- visualization_of_the_solar_system_on_an_interstellar_scale
ThomasAFink / visualization_of_the_solar_system_on_an_interstellar_scale
Visualize the Solar System: A Python script that plots the orbits of the major planets, with a special focus on Pluto and the Kuiper Belt. Utilizing NumPy for calculations and Matplotlib for visualization, this script provides an educational tool to explore the dynamics of our solar system, highlighting Pluto's unique orbit and the vast Kuiper Belt
Language:Python 6 - quant-finance-series
hjstobart / quant-finance-series
A collection of my own Quantitative Finance guides covering various topics.
Language:TeX 5 - Language:Jupyter Notebook 3
antoinefalck / greeks-automatic-differentiation
Computation of greeks on an option basket with automatic differentiation
Language:C++ 3How to hedge any positive linear gamma instrument using a “Gamma transform”
Language:R 3hedge0 / OptionsPricerLib
OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.
Language:Python 3surfertas / quantitative_finance
Work related to quantitative finance.
Language:Jupyter Notebook 3virajvaidya / OptionsPricing
Application of Black Scholes model and computation of greeks of European style options in Python.
Language:Jupyter Notebook 3bhroben / Assignments-Stochastic-methods-for-finance
These reports were developed for the course Stochastic methods for finance using real data from yahoo finance and analyzing it via excel VBA
- Language:R 2
crodriguezvega / black-scholes-european-option
European option price and greeks graphs in Black-Scholes model using Matlab.
Language:Matlab 2wbyates777 / OptionPriceDemo
An option pricing demo. Three option pricing models with their Greeks.
Language:C++ 2asargin-dev / gouant
Gouant is a Go library for calculating option pricing and Greeks using the Black-Scholes model. It provides comprehensive functionality for options pricing, including price calculation, implied volatility, and option Greeks.
Language:Go 1caymanbrothers / stockshare-sdk
PHP SDK developed by @caymanbrothers, @gloomberry and @stefankuehnel for the analysis and valuation of equity derivative options.
Language:PHP 1chgendreau / Monte-Carlo_Financial-Sensitivities
Monte-Carlo Simulation of Financial Sensitivities (EPFL - Stochastic Simulation)
Language:Jupyter Notebook 1max-fitzpatrick / Black_SCHOLES_MERTON_OPTION_PRICER
Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.
mrkotbest / OptionGreeksCalculator
Calculate Greeks (Delta, Gamma, Theta, Vega) by the Option.
Language:C# 1saimanish-p / options-pricing-and-greeks
An interactive toolkit visualising options pricing and Greeks across Black-Scholes and Monte Carlo models with comparative analytics.
Language:Python 1Yosri-Ben-Halima / Black-and-Scholes-Option-Pricing-and-Analysis
In this project, I implement the Black & Scholes model to price options and analyze their Greeks, including Delta, Gamma, Theta, Vega, and Rho, along with implied volatility. The repository features interactive Jupyter notebooks and practical examples to help you understand how these concepts apply in real-world scenarios.
Language:Jupyter Notebook 1George-Dros / Options_Portfolio
A Python-based tool for options pricing, portfolio management, and risk analysis. Features Black-Scholes pricing, Greeks calculation, scenario analysis, hedging strategies, and interactive visualizations.
Language:Jupyter Notebook 0MatthewFound / Black-Scholes-and-greeks
Repository contains implementation of Black-Scholes model and first-order Greeks for pricing European-style options
Language:Jupyter Notebook 0Nstar9 / Options-Pricing-Greeks
European Options Pricing using Black-Scholes Model with Greeks Calculator and Monte Carlo Simulation. Visualizations and real-world explanations included.
Language:PythonSatvikkapoor / OptionPricingAndAnalysis
A Python-based platform for options pricing using Monte Carlo simulation. This project includes a pricing engine to calculate option prices, payoffs, and Greeks, along with a Streamlit-powered dashboard for visualization. Future enhancements include implementing Black-Scholes and binomial models.
Language:Python
