options-pricing
There are 11 repositories under options-pricing topic.
- GraphVega
rahuljoshi44 / GraphVega
Open Source Options Analytics Platform.
Language:JavaScript 280 - Language:Python 187
AnthonyBradford / optionmatrix
Financial Derivatives Calculator with 168+ Models (Options Calculator)
Language:C++ 186YuChenAmberLu / Options-Calculator
Option Calculator using Black-Scholes model and Binomial model
Language:Jupyter Notebook 156ChiragJhawar / ProjectReward
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Language:Python 82JuliaComputing / Miletus.jl
Writing financial contracts in Julia
Language:Julia 81jkirkby3 / fypy
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Language:Python 67ThetaData-API / thetadata-python
Real-time & historical data API for US stocks and options
Language:Python 54samuelfu / TradingBot
MIT Trading Competition algorithmic trading of options and securities
Language:Python 39- Language:Python 32
hyobyun / VolSurface
3D Volatility surface visualization in the browser
Language:JavaScript 24xinyexu / Binary-Option-Pricing
Currency Binary Option Pricing with 3 methods and implied smile
Language:Jupyter Notebook 23FinancialEngineerLab / finefinance
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
Language:Jupyter Notebook 22TechfaneTechnologies / risk_free_interest_rate
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Language:Python 21Joas3068 / OptionsProfitCalculator
Options P/L in React
Language:JavaScript 20GrahamboJangles / PutPremiumProcessor
PutPremiumProcessor is a Python option screener with a custom formula to score options based on their risk to reward. I created this to find puts that pay good premium for the risk.
Language:Python 19ilchen / options-pricing
Python code for pricing European and American options with examples for individual stock, index, and FX options denominated in USD and Euro. Jupyter notebooks for pricing options using free publicly available datasets.
Language:Jupyter Notebook 18samsonq / Thesis
Samson's MIT Master's Degree Thesis: "Multi-Agent Deep Reinforcement Learning and GAN-Based Market Simulation for Derivatives Pricing and Dynamic Hedging".
Language:TeX 18erkandem / calcbsimpvol
Calculate Black Scholes Implied Volatility - Vectorwise
Language:Python 15LucaCamerani / EcoFin-Library
EcoFin is a quantitative economic library
Language:Python 13- options-2-trees
t0nychn / options-2-trees
Interactive visualization of the CRR binomial options pricing model
Language:Python 13 Kamesh-K / Options-Visualization
Visualization of vanilla options and exotics. BS Model for a vanilla option is used to describe the pay-off option.
Language:Jupyter Notebook 12siddharthqs / RustyQLib
RustyQlib: A quant library for derivative pricing and quantitative finance
Language:Rust 11AlbertLin0327 / Black-Scholes-Option
Black Scholes PDE to calculate Option price and Greek Letter
Language:Python 10lyndskg / 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).
Language:C++ 10SebastienEveno / exotx
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
Language:Python 10JackMansfield2019 / CQF_Trading_Competition
Cornell Quant Fund 2022 Trading competition Options Case winner
Language:Python 9ashucoder9 / Monte-Carlo-Option-Pricing-Simulator
A GUI Based executable app which takes input values from the end user and return CALL/PUT option prices. Currently working on scaling the app to take datasets as input and store resultant option pricing in a file.
Language:C++ 8zugzvangg / crypto-calibration
Stochastic volatility models and their application to Deribit crypro-options exchange
Language:Jupyter Notebook 8kingofknights / Greeks
Option price calculation based on Black Scholes equation
Language:C++ 7konimarti / fixedincome
Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters
Language:Go 7Rishik-J / QuantFinance
This repository contains a range of Financial Engineering Projects utilizing Data Science and Python to apply quantitative methods in the Financial markets
Language:Jupyter Notebook 7MarketDataApp / sdk-go
Market Data's Official Go SDK
Language:Go 6- Language:C++ 6
fremantle-industries / workshop
Create, manage & improve your automated trading strategies with rich and diverse data sets, a first class local development experience and a progression story for deployment across clouds.
Language:Go 5
