shashank-khanna / Option-PricingView external linksLinks
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
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 5 years ago
- An Algorithmic Day Trading Bot☆13Aug 18, 2020Updated 5 years ago
- Pricing European and American options with jump models using CUDA on the GPU☆12Apr 12, 2016Updated 9 years ago
- Notebooks that support https://python-advanced.quantecon.org☆19Jan 28, 2026Updated 2 weeks 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 6 months ago
- Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff …☆49Sep 4, 2019Updated 6 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
- A python toolbox for ArcGIS designed for creation and analysis of Lines of Sight. The tool provides new functionality especially in analy…☆12Jan 17, 2021Updated 5 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆11Sep 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
- Extract and visualize implied volatility from option chain data☆47Jun 2, 2025Updated 8 months ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆33Aug 18, 2020Updated 5 years ago
- Local Time Machine for OrbitDB☆11Feb 4, 2026Updated last week
- A scraping and aggregating package using the CollegeFootballData API☆11Dec 11, 2020Updated 5 years ago
- A small node server to extend the Interactive Broker Client Portal Web API adding the ability to programatically launch and login to the …☆11Updated this week
- General Use Timeseries Containers for Rust☆11Dec 31, 2020Updated 5 years ago
- Creating a Rushing Yards Over Expected Model☆12Jan 9, 2023Updated 3 years ago
- Node based Notion MCP server☆11May 26, 2025Updated 8 months ago
- Adaptator between Stream/Sink and AsyncRead/AsyncWrite☆12Feb 5, 2022Updated 4 years ago
- Marketing attribution using Bayesian credible sets and regression methods☆15Jul 5, 2020Updated 5 years ago
- To predict weekly games of the National Football League using game stats☆13Jun 13, 2020Updated 5 years ago
- Causal Impact of an intervention integrated with control group selection☆10Sep 11, 2022Updated 3 years ago
- Repository containing lectures from 2023 Machine Learning course☆11Mar 14, 2023Updated 2 years ago
- Show climate risk on a map of the US, with the MIT Joint Program data☆16Jan 27, 2026Updated 3 weeks ago
- Hackerank Programming Challenges☆10May 8, 2021Updated 4 years ago
- # Ollama<=>Ollama Inference Cluster☆20Aug 8, 2025Updated 6 months ago
- European/American/Asian option pricing module. BSM/Monte Carlo/Binomial☆104Nov 7, 2022Updated 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
- Chatbot that draws charts. Dialogflow, python, pygal☆10Sep 13, 2018Updated 7 years ago
- Simple corporate finance concepts like DCF, IRR, NPV, WACC, Debt, Unlevered Equity, Forward Contract Valuation.☆11Nov 15, 2018Updated 7 years ago
- A simple hack to use GoReleaser to build, release, and publish Zig projects.☆18Mar 8, 2025Updated 11 months ago
- Zurich Morphological Lexicon for German: a tool to extract a morphological lexicon from Wiktionary☆12Aug 10, 2023Updated 2 years ago
- ☆11Jun 16, 2017Updated 8 years ago
- This paper studies how a machine learning algorithm can generate tactical allocation which outperforms returns for a pre-defined benchmar…☆15Dec 3, 2020Updated 5 years ago
- Experimental IPFS API☆17May 1, 2025Updated 9 months ago
- A distributed filesystem in spirit of the Google FS and Hadoop, written in Go.☆24Mar 13, 2014Updated 11 years ago
- Sync storage for react native☆12Sep 7, 2016Updated 9 years ago
- ☆13Aug 29, 2022Updated 3 years ago