• Visualised trend and seasonality & conducted tests for checking stationarity of Time series for predicting volatility using GARCH Model. • Developed Cox-Ross-Rubenstein Binomial Tree Model for pricing American Call & Put Options.• Programatically Implemented Black Sholes Merton Model for pricing European Call & Put Options.
☆16Jan 11, 2023Updated 3 years ago
Alternatives and similar repositories for Stock-Options-Pricing-Model
Users that are interested in Stock-Options-Pricing-Model are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Statistical tests for Value at Risk (VaR) Models.☆16Mar 21, 2026Updated 4 months ago
- Pricing Financial Options contracts using LightGBM, Deep Learning, and Support Vector Machines.☆18Mar 14, 2023Updated 3 years ago
- ☆16Jul 13, 2021Updated 5 years ago
- A program to calculate valuation and technical metrics for a given stock☆26Feb 19, 2018Updated 8 years ago
- ☆12Sep 11, 2023Updated 2 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Inspired by Hillebrand & Medeiros (2009) and Corsi (2009), I put neural networks in a High frequency environment, and tested the performa…☆18Sep 11, 2020Updated 5 years ago
- R Package for Fast and Stable Estimation of the Probability of Informed Trading (PIN)☆14May 3, 2022Updated 4 years ago
- Browser hardening & privacy resources.☆11Jan 3, 2020Updated 6 years ago
- Disseration for M.S. in Computer Science of class 2018 at HKU☆12Nov 15, 2017Updated 8 years ago
- Conditional Autoregressive Value-at-Risk: all flavors of CAViaR.☆10Jan 15, 2018Updated 8 years ago
- 3D Tensor-based Deep Learning Models for Predicting Option Price☆19Jun 11, 2025Updated last year
- A collection of assignment submissions from the 2021/22 MSc Computational Finance Course.☆13Jan 3, 2023Updated 3 years ago
- Pricing examples for fixed income financial products☆10Sep 29, 2015Updated 10 years ago
- NeurIPS paper 'Censored Quantile Regression Neural Networks for Distribution-Free Survival Analysis'☆12Oct 28, 2022Updated 3 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.
- This project presents the application of a MS-QRNN model designed to estimate Value at Risk accurately by integrating both numerical fin…☆12May 15, 2024Updated 2 years ago
- To create a data-web application deployed using the azure app service, which was made on Streamlit, the leading Pythonic data application…☆13Apr 2, 2022Updated 4 years ago
- Code for the paper "SelectiveNet: A Deep Neural Network with an Integrated Reject Option"☆12Jan 26, 2019Updated 7 years ago
- notebooks of cool EBM visualizations☆15Feb 12, 2021Updated 5 years ago
- An implementation of the "starter system" from Rob Carver's book Leveraged Trading☆16Aug 25, 2022Updated 3 years ago
- Quantitative Risk Management Concepts☆12Sep 27, 2016Updated 9 years ago
- Unsupervised Clustering and Meta-analysis using Gaussian Mixture Copula Models☆15Nov 4, 2021Updated 4 years ago
- Handwritten Notes and Previous exam answers for UCL Year 1 Exam 2019☆16May 14, 2019Updated 7 years ago
- Python script to call apollo.io API in order to transform a list of website into a list of leads based on your ideal customer profile (IC…☆13Feb 21, 2022Updated 4 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.
- 🤖💹 algorithmic trading strategy built backtested using backtrader and python, optimizing risk-adjusted returns with a bollinger mean-re…☆15Aug 18, 2020Updated 5 years ago
- Repository for the "Risk Analysis in Earth Sciences" lab manual☆11Sep 1, 2019Updated 6 years ago
- Replication of key GARCH model papers☆37Mar 10, 2016Updated 10 years ago
- Creating, training and backtesting of VaR and ES models based on Importance Sampling☆11Apr 14, 2023Updated 3 years ago
- Bitcoin Clock of Blocks for ink screen☆12Mar 12, 2022Updated 4 years ago
- Recreated Final Fantasy Tactics battle system for fun.☆23Nov 24, 2018Updated 7 years ago
- This project is to monitor the arbitrage opportunity of stocks, options and futures every second based on Put-Call parity in Chinese stoc…☆19Oct 20, 2018Updated 7 years ago
- Diagnose network issues while connecting to Algolia☆16Jul 10, 2026Updated 2 weeks ago
- Scripts for modeling the value of vesting stock options☆14Jun 23, 2017Updated 9 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.
- Time Series Forecasting with Dynamic Graph Modeling☆16Aug 31, 2025Updated 10 months ago
- 上证50ETF波动率指数☆18May 13, 2023Updated 3 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Calculating carbon emissions in R☆20Aug 27, 2025Updated 11 months ago
- Unofficial pytorch implementation of 'SelectiveNet: A Deep Neural Network with an Integrated Reject Option' [Geifman+, ICML2019]☆20Oct 5, 2021Updated 4 years ago
- An undergraduate course in environmental economics☆21Apr 29, 2024Updated 2 years ago
- Calculate expected profit & loss for options☆15Aug 5, 2019Updated 6 years ago