European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
☆101Nov 7, 2022Updated 3 years ago
Alternatives and similar repositories for Option-Pricing
Users that are interested in Option-Pricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆316Feb 24, 2025Updated last year
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆123Apr 5, 2019Updated 7 years ago
- Library for simulation and analysis of vanilla and exotic options☆35May 23, 2020Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆136Sep 13, 2022Updated 3 years ago
- Option Calculator using Black-Scholes model and Binomial model☆181Dec 4, 2019Updated 6 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆17Feb 12, 2021Updated 5 years ago
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 9 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 7 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆36Feb 15, 2022Updated 4 years ago
- Option pricing using fang oosterlee algorithm☆18Sep 4, 2021Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆181Jun 23, 2026Updated last week
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have …☆62Aug 16, 2020Updated 5 years ago
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆91Jul 15, 2023Updated 2 years ago
- Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios i…☆21Jun 17, 2024Updated 2 years ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated last year
- Julia and Python programs that implement some of the tools described in my book "Stochastic Methods in Asset Pricing" (SMAP), MIT Press 2…☆24Mar 26, 2021Updated 5 years ago
- Volatility Decomposition of Asset Price Time Series☆11May 5, 2019Updated 7 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆247Feb 27, 2025Updated last year
- Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University☆33Jan 2, 2021Updated 5 years ago
- Calculation and Visualization of Option Price and Greeks on European Options using the Black-Scholes Option Pricing Model☆33Sep 13, 2023Updated 2 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- Collection of numerical methods for high frequency data, in Python notebooks☆13Mar 10, 2021Updated 5 years ago
- 二叉树、CRR、期权定价、美式期权、欧式期权☆46Apr 10, 2019Updated 7 years ago
- Simple Moving Average system backtest☆11May 8, 2021Updated 5 years ago
- A library for black-scholes euro options pricing, algorithmic delta hedging, and visualization☆65Jan 5, 2020Updated 6 years ago
- Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot pr…☆330Jan 17, 2025Updated last year
- Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks☆39Jun 26, 2026Updated last week
- This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.☆55Apr 15, 2019Updated 7 years ago
- Python tkinter GUI for interactive Black-Scholes option prices/greeks plot☆11Jul 29, 2023Updated 2 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- Python Options Pricing Library☆289Jun 14, 2021Updated 5 years ago
- A program to optimize option trading strategies☆16Nov 14, 2020Updated 5 years ago
- ☆16Jul 9, 2022Updated 3 years ago
- Basic options pricing in Python☆318Dec 3, 2014Updated 11 years ago
- Calculate Black Scholes Implied Volatility - Vectorwise☆16Feb 10, 2021Updated 5 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆144Feb 27, 2025Updated last year
- Options Dynamic Delta Hedge Simulation☆17Sep 23, 2020Updated 5 years ago