greeks
There are 3 repositories under greeks topic.
mcdallas / wallstreet
Real time stock and option data.
Language:Python 1219rburkholder / trade-frame
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
Language:C++ 434yzoz / python-option-calculator
Vanilla option pricing and visualisation using Black-Scholes model in pure Python
Language:Python 117marcdemers / py_vollib_vectorized
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Language:Python 107gabrielepompa88 / pyBlackScholesAnalytics
Options and Option Strategies analytics for educational purpose using the Black-Scholes Model
Language:Jupyter Notebook 104aaguiar10 / gflows
View the exposures of four option greeks—delta, gamma, vanna, and charm—for stocks & indexes
Language:Python 44bottama / 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 39ashish1497 / 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 8aidinattar / Financial-Mathematics
Weekly exercises of the course of Stochastic Methods for Finance.
Language:Jupyter Notebook 7kingofknights / Greeks
Option price calculation based on Black Scholes equation
Language:C++ 7- Language:R 5
- quant-finance-series
hjstobart / quant-finance-series
A collection of my own Quantitative Finance guides covering various topics.
Language:TeX 5 HapticFinance / greeks-uni-v3
Calculate the Greeks for Uniswap V3 and setup LP positions with a target delta.
Language:R 4- Language:Jupyter Notebook 3
antoinefalck / greeks-automatic-differentiation
Computation of greeks on an option basket with automatic differentiation
Language:C++ 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 3- Language:R 2
crodriguezvega / black-scholes-european-option
European option price and greeks graphs in Black-Scholes model using Matlab.
Language:MATLAB 2How to hedge any positive linear gamma instrument using a “Gamma transform”
Language:R 2- 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 2 wbyates777 / OptionPriceDemo
An option pricing demo. Three option pricing models with their Greeks.
Language:C++ 2bhroben / 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
caymanbrothers / stockshare-sdk
PHP SDK developed by @caymanbrothers, @gloomberry and @stefankuehnel for the analysis and valuation of equity derivative options.
Language:PHP 1mrkotbest / OptionGreeksCalculator
Calculate Greeks (Delta, Gamma, Theta, Vega) by the Option.
Language:C# 1aploCMS / aploCMS
for mini magazine cms or blog...extrem fast code ... without database .... very easy to use ...
Language:PHP 0lironbm7 / THETAcademy
Educational and practical tool for estimates of Option Pricing and calculations of Greeks using the Black-Scholes Mathematical Model.
Language:JavaScript 0- 0
MathisAchddou / option-pricing-and-greeks-computation
This code aims at pricing european dividendless options using the Black-Scholes model to further create an option Portfolio and compute greeks
Language:Jupyter Notebook 0max-fitzpatrick / Black_SCHOLES_MERTON_OPTION_PRICER
Excel spreadsheet and associated VBA code for calculating European option prices, their greeks, and a range of graphs.
0tjespel / 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++ 0Vinci-Investments / options-modelisation
Modelisation of european options in order to plot the payoff and the greeks of vanilla options and combinaisons of options.
0vladislavpyatnitskiy / Derivative-Pricing
Programmings skills application in derivative pricing
Language:R 0kalos11 / Monte-Carlo_Financial-Sensitivities
Monte-Carlo Simulation of Financial Sensitivities (EPFL - Stochastic Simulation)
Language:Jupyter NotebookRobertMorey / PythonFiniteDifference
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
