Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
☆333Jan 17, 2025Updated last year
Alternatives and similar repositories for option-pricing-models
Users that are interested in option-pricing-models are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆12Aug 30, 2023Updated 3 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆42Aug 9, 2021Updated 5 years ago
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆97Jan 11, 2022Updated 4 years ago
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆373Jan 23, 2025Updated last year
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆102Nov 7, 2022Updated 3 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- EcoFin is a quantitative economic library☆14Apr 4, 2021Updated 5 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆147Feb 27, 2025Updated last year
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆211Nov 19, 2024Updated last year
- ☆14Apr 16, 2022Updated 4 years ago
- Portfolio Management with Monte Carlo Simulation☆25Sep 22, 2024Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 6 years ago
- 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
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆23Jan 15, 2023Updated 3 years ago
- ☆48Jul 30, 2026Updated last month
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 9 years ago
- Option Calculator using Black-Scholes model and Binomial model☆184Dec 4, 2019Updated 6 years ago
- Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathemat…☆85Aug 9, 2024Updated 2 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆135Sep 13, 2022Updated 4 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 6 years ago
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆12Mar 11, 2024Updated 2 years ago
- ☆18Jun 16, 2025Updated last year
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Aug 11, 2018Updated 8 years ago
- A one-stop repository for low-code easily-installable object detection pipelines.☆23Oct 3, 2023Updated 2 years 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.
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆850May 13, 2025Updated last year
- ☆11Nov 5, 2021Updated 4 years ago
- Use total, upper, down, relative volatility factors to find Alpha. Implement whole trading process & back-test with visualization.☆13May 30, 2021Updated 5 years ago
- Get Banknifty fyers option data☆14Mar 9, 2022Updated 4 years ago
- A program to optimize option trading strategies☆16Nov 14, 2020Updated 5 years ago
- A research-style project that solves the mean-variance portfolio optimization problem with a cardinality constraint using integer program…☆20Jun 20, 2026Updated 3 months ago
- A non-custodial payment gateway for crypto e-commerce payments☆20Updated this week
- Interest-rate modeling and Fixed Income Pricing in Python☆12Dec 23, 2020Updated 5 years ago
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆16May 23, 2022Updated 4 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- This repository contains a code to implement hybrid quantum classical CNN☆14Feb 28, 2023Updated 3 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- A small tool written in python to collect and analyse option chain data☆14Aug 4, 2019Updated 7 years ago
- Quantitative Finance tools☆650Jul 6, 2023Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆670Feb 11, 2026Updated 7 months ago
- Collection of notebooks about quantitative finance, with interactive python code.☆7,461Sep 14, 2026Updated last week
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Jan 18, 2023Updated 3 years ago