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Search results for implied volatility
implied-volatility
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11 search results found
Nmof
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33
Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Maringer and E. Schumann (2019, ISBN:978-0128150658). This repository mirrors https://gitlab.com/NMOF/NMOF .
Optionchainstream
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29
Live streaming option chain for equity derivatives using Kite connect Websocket.
Rough_bergomi
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28
A Python implementation of the rough Bergomi model.
Risk_free_interest_rate
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19
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
Options Calculator
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15
Option Calculator using Black-Scholes model and Binomial model
Financial Derivative Analysis And Simulation
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11
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
Calcbsimpvol
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9
Calculate Black Scholes Implied Volatility - Vectorwise
Tse Option
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9
بررسی و قیمت گذاری اوراق اختیار معامله موجود در بورس اوراق بهادار تهران و فرابورس ایران | Option pricing in Tehran stock exchange (TSE) and IranFarabourse (IFB)
Py_vollib_vectorized
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8
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
Binary Option Pricing
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7
Currency Binary Option Pricing with 3 methods and implied smile
Black Scholes Cpp
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5
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time, external market feeds (e.g. APIs).
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1-11 of 11 search results
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