Awesome Open Source

Programming Languages

Search results for derivatives black scholes

black-scholes x

5 search results found

Pyoptionpricing ⭐ 157

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Python Financial ENGineering (PyFENG package in PyPI.org)

Proj_option_pricing_matlab ⭐ 115

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

Quantsbin ⭐ 76

Quantitative Finance tools

Risk_free_interest_rate ⭐ 19

A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.

Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies

Quant Projects ⭐ 6

Implementations of Leading Algorithms in Quantitative Finance

Related Searches

Python Derivatives (41)

Finance Derivatives (30)

Javascript Derivatives (20)

Option Pricing Black Scholes (19)

Python Black Scholes (19)

Quantitative Finance Derivatives (16)

Finance Black Scholes (14)

Quantitative Finance Black Scholes (13)

1-5 of 5 search results

Privacy | About | Terms | Follow Us On Twitter

Copyright 2018-2024 Awesome Open Source. All rights reserved.