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.
☆319Jan 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 2 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆39Aug 9, 2021Updated 4 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆141Feb 27, 2025Updated last year
- Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API☆340Jan 23, 2025Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆94Jan 11, 2022Updated 4 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.
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆102Nov 7, 2022Updated 3 years ago
- Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…☆207Nov 19, 2024Updated last year
- This is a repository of scripts developed as part of the 2020 ENCMP100 Section B3 lecture taught at University of Alberta.☆10Apr 2, 2020Updated 6 years ago
- EcoFin is a quantitative economic library☆14Apr 4, 2021Updated 5 years ago
- Portfolio Management with Monte Carlo Simulation☆22Sep 22, 2024Updated last year
- ☆13Apr 16, 2022Updated 4 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆34Aug 18, 2020Updated 5 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 5 years ago
- 📝 Introduction to Monte Carlo methods in Finance Workshop Materials☆23Jan 15, 2023Updated 3 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A streamlined take on the original Cox, Ross and Rubinstein method.☆15Mar 20, 2017Updated 9 years ago
- ☆47Oct 21, 2023Updated 2 years ago
- Option Calculator using Black-Scholes model and Binomial model☆178Dec 4, 2019Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Sep 13, 2022Updated 3 years ago
- Black-Scholes Pricing Model: An intuitive and sophisticated tool for accurately calculating European option prices. Leverage the mathemat…☆84Aug 9, 2024Updated last year
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆40Feb 20, 2024Updated 2 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 5 years ago
- This repository contains the code and related materials for my participation in the quantitative competition hosted by Tower Research Cap…☆11Mar 11, 2024Updated 2 years ago
- Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.☆23Aug 11, 2018Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian,…☆833May 13, 2025Updated 11 months ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated 10 months ago
- A program to optimize option trading strategies☆15Nov 14, 2020Updated 5 years ago
- Dapp for automating and managing payments and the full life cycle of products, in a transparent way, on a Ehtereum blockchain, using smar…☆10Nov 2, 2020Updated 5 years ago
- My own implementation of an algorithmic trader in OCaML☆12Aug 3, 2014Updated 11 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125May 31, 2022Updated 3 years ago
- Interest-rate modeling and Fixed Income Pricing in Python☆12Dec 23, 2020Updated 5 years ago
- This repository contains a code to implement hybrid quantum classical CNN☆14Feb 28, 2023Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆621Feb 11, 2026Updated 2 months 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 different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆15May 23, 2022Updated 3 years ago
- Quantitative Finance tools☆622Jul 6, 2023Updated 2 years ago
- A small tool written in python to collect and analyse option chain data☆14Aug 4, 2019Updated 6 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- A Python library for evaluating option trading strategies.☆492Dec 25, 2025Updated 3 months ago
- Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied v…☆315Feb 24, 2025Updated last year
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 4 years ago