Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
☆23Aug 11, 2018Updated 8 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:
- 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
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Taxi fare prediction using tensorflow probability☆15Jul 23, 2019Updated 7 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆16Dec 3, 2020Updated 5 years ago
- Notebooks that support https://python-advanced.quantecon.org☆20Aug 19, 2026Updated last week
- 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.
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆102Nov 7, 2022Updated 3 years ago
- An Algorithmic Day Trading Bot☆16Aug 18, 2020Updated 6 years ago
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆17Sep 21, 2023Updated 2 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Pricing European and American options with jump models using CUDA on the GPU☆12Apr 12, 2016Updated 10 years ago
- Resources for Quantitative Finance☆18Apr 14, 2023Updated 3 years ago
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆18Jan 5, 2016Updated 10 years ago
- Extract and visualize implied volatility from option chain data☆48Mar 26, 2026Updated 5 months ago
- Finance 6470: Derivatives Markets☆10Apr 15, 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.
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Paul Söderlind's finance/econ codes☆20Oct 25, 2024Updated last year
- Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies☆20Jul 7, 2022Updated 4 years ago
- Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get curre…☆19Aug 17, 2025Updated last year
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆20Nov 12, 2020Updated 5 years ago
- Causal Impact of an intervention integrated with control group selection☆10Sep 11, 2022Updated 3 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
- There are codes teanslated from the book named Tidy finance with R to python which you can get from https://www.tidy-finance.org/.☆21Apr 12, 2023Updated 3 years ago
- 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
- 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.
- To predict weekly games of the National Football League using game stats☆13Jun 13, 2020Updated 6 years ago
- First class of the 2nd-year Finance sequence for the M.Sc. and PhD degrees at FGV-EPGE.☆22Apr 6, 2026Updated 4 months ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 6 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 6 years ago
- Hungarian tokenizer.☆14Mar 15, 2022Updated 4 years ago
- Bayesian structural time series in python☆13Mar 17, 2022Updated 4 years ago
- A complete all-in-one stock bot to fetch and store incremental day on day BSE data, build models and predict future prices and assess fin…☆14Jun 22, 2022Updated 4 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- Drives the HODL strategy to an automated level across crypto currencies.☆12Jul 26, 2018Updated 8 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.
- Development version of a R package to support fast calibration of stochastic volatility models for option pricing using GPUs☆11Feb 3, 2014Updated 12 years ago
- GAPandas is a Python package for accessing Google Analytics API data using Pandas, for use in models, reports or visualisations.☆12Jul 26, 2021Updated 5 years ago
- Application for generating college football score and win probability predictions using neural networks☆13Dec 21, 2017Updated 8 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
- 🔮 Predicting NBA games using statistics (65% accuracy so far)☆10Mar 7, 2021Updated 5 years ago
- Priority queue for C☆12Mar 28, 2023Updated 3 years ago
- Cryptocurrencies algorithmic trading strategies☆12Nov 20, 2018Updated 7 years ago