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
- Notebooks that support https://python-advanced.quantecon.org☆21Updated this week
- 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
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆102Nov 7, 2022Updated 3 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.
- BlackScholes Model, with Montecarlo implmented in python with TensorFlow☆18Jan 5, 2016Updated 10 years ago
- ☆14Jan 22, 2022Updated 4 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☆18Sep 21, 2023Updated 3 years ago
- Finance 6470: Derivatives Markets☆10Apr 15, 2021Updated 5 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
- Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies☆20Jul 7, 2022Updated 4 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Paul Söderlind's finance/econ codes☆22Oct 25, 2024Updated 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.
- 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
- First class of the 2nd-year Finance sequence for the M.Sc. and PhD degrees at FGV-EPGE.☆24Apr 6, 2026Updated 6 months 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
- Randomly partitions time series segments into train, development, and test sets; Trains multiple models optimizing parameters for develo…☆11Apr 18, 2020Updated 6 years ago
- An Append-only log in Go☆13Apr 26, 2024Updated 2 years ago
- Bayesian structural time series in python☆13Mar 17, 2022Updated 4 years ago
- Monte Carlo option pricing algorithms for vanilla and exotic options☆26Jul 18, 2020Updated 6 years ago
- Low latency high throughput GDAX orderbook analysis engine and trading bot☆13Mar 24, 2018Updated 8 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.
- Building blocks for Time Series Database (TSDB) in Go☆10Jul 8, 2020Updated 6 years ago
- Hungarian tokenizer.☆14Mar 15, 2022Updated 4 years ago
- Alpaca-based Order Book Inbalace Algorithm.☆12Jul 23, 2020Updated 6 years ago
- Common libseccomp container code written in Go☆14Aug 28, 2020Updated 6 years ago
- Drives the HODL strategy to an automated level across crypto currencies.☆12Jul 26, 2018Updated 8 years ago
- Simple audit logs implementation in GoLang using Timescale DB☆12Jun 4, 2019Updated 7 years ago
- Priority queue for C☆12Mar 28, 2023Updated 3 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
- Financial modelling, derivatives, investments☆14May 25, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A Slackbot that can access the Alpaca API☆14Sep 4, 2019Updated 7 years ago
- A library for SEC data extraction, equity valuation, discovery of mispriced stocks☆32Feb 11, 2023Updated 3 years ago
- Machine Learning for Computational Economics (2026 Course)☆22Jan 22, 2026Updated 9 months ago
- A program to optimize option trading strategies☆16Nov 14, 2020Updated 5 years ago
- Application for generating college football score and win probability predictions using neural networks☆13Dec 21, 2017Updated 8 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
- Pull price targets from IEXCloud and paper trade on Alpaca 🦙☆13Dec 8, 2020Updated 5 years ago