European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
☆102Nov 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:
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆209Nov 19, 2024Updated last year
- 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
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆317Feb 24, 2025Updated last year
- Option Calculator using Black-Scholes model and Binomial model☆184Dec 4, 2019Updated 6 years ago
- By means of stochastic volatility models☆44Mar 24, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆125Apr 5, 2019Updated 7 years ago
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆15Dec 2, 2023Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆136Oct 11, 2026Updated 3 weeks ago
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Aug 11, 2018Updated 8 years ago
- This porject is for recording my study path in snowball option pricing and its delta hedging☆16Feb 12, 2021Updated 5 years ago
- Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options☆35Feb 15, 2022Updated 4 years ago
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 9 years ago
- Library for simulation and analysis of vanilla and exotic options☆35May 23, 2020Updated 6 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆184Aug 7, 2026Updated 2 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Small python script for creating point and figure charts.☆11Aug 20, 2024Updated 2 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
- C Bayer, B Stemper (2018). Deep calibration of rough stochastic volatility models.☆38Oct 3, 2018Updated 8 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
- Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot pr…☆334Jan 17, 2025Updated last year
- Simulation of delta hedging☆18Jul 15, 2020Updated 6 years ago
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆850May 13, 2025Updated last year
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 6 years ago
- 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
- 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.
- A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.☆94Jul 15, 2023Updated 3 years ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated last year
- Rebalancing a portfolio with optimal buy/sell decisions using Metaheuristics☆12Mar 11, 2021Updated 5 years ago
- Backtesting of different trading strategies by applying different Modern Portfolio Theory (MPT) approaches on long-only ETFs portfolios i…☆22Jun 17, 2024Updated 2 years ago
- Python Options Pricing Library☆290Jun 14, 2021Updated 5 years ago
- MACE_Osaka24 models☆30Apr 15, 2026Updated 6 months ago
- I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have …☆61Aug 16, 2020Updated 6 years ago
- A program to optimize option trading strategies☆16Nov 14, 2020Updated 5 years ago
- Final project of Topics in Quantitative Finance Summer 2020 in National School of Development, Peking University☆33Jan 2, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆150Feb 27, 2025Updated last year
- VBA application for finance, portfolio and trading☆17Dec 26, 2020Updated 5 years ago
- Simple Moving Average system backtest☆11May 8, 2021Updated 5 years ago
- With real market data using Black Scholes and Brentq☆26Mar 31, 2020Updated 6 years ago
- Basic options pricing in Python☆318Dec 3, 2014Updated 11 years ago
- Calculation and Visualization of Option Price and Greeks on European Options using the Black-Scholes Option Pricing Model☆37Sep 13, 2023Updated 3 years ago
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆251Feb 27, 2025Updated last year