Implementation of Monte Carlo simulations and Black-Scholes method to calculate prices for American and European options respectively.
☆23Aug 11, 2018Updated 7 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:
- Notebooks that support https://python-advanced.quantecon.org☆20Apr 10, 2026Updated last month
- 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 6 years ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆101Nov 7, 2022Updated 3 years ago
- An Algorithmic Day Trading Bot☆13Aug 18, 2020Updated 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.
- Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff …☆53Sep 4, 2019Updated 6 years ago
- Pricing European and American options with jump models using CUDA on the GPU☆12Apr 12, 2016Updated 10 years ago
- Machine Learning in Asset Pricing: Time-Series and Cross-Sectional Forecasting of Excess Equity Returns☆16Sep 21, 2023Updated 2 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
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Using DeepBSDE solver to price/hedge options & optimize portfolios under Black-Scholes, Heston and multiscale models.☆18Mar 20, 2020Updated 6 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
- ☆14Jan 22, 2022Updated 4 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.
- 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 9 months ago
- Extract and visualize implied volatility from option chain data☆48Mar 26, 2026Updated 2 months ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 years ago
- Hungarian tokenizer.☆14Mar 15, 2022Updated 4 years ago
- 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 3 years ago
- Causal Impact of an intervention integrated with control group selection☆10Sep 11, 2022Updated 3 years ago
- Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimens…☆21Nov 12, 2020Updated 5 years ago
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- Modelling the implicit volatility, using multi-factor statistical models.☆23Apr 22, 2025Updated last year
- Python package for Bayesian & Frequentist A/B Testing☆12Jul 6, 2023Updated 2 years ago
- A certain President did something outrageous and people aren't reacting like they did with Obama? Say no more. Now you can troll your fri…☆12Jan 9, 2023Updated 3 years ago
- To predict weekly games of the National Football League using game stats☆13Jun 13, 2020Updated 5 years ago
- Bayesian marketing-attribution analysis with channel conversion estimates and uncertainty intervals.☆15Jul 5, 2020Updated 5 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆12Sep 10, 2019Updated 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 5 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 5 years ago
- A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM☆123Apr 5, 2019Updated 7 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Bayesian structural time series in python☆13Mar 17, 2022Updated 4 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 4 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 5 years ago
- Machine learning methods for identifing investment factors☆20Nov 9, 2021Updated 4 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 years ago
- 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
- A library for SEC data extraction, equity valuation, discovery of mispriced stocks☆33Feb 11, 2023Updated 3 years ago