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Search results for option pricing
option-pricing
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43 search results found
Financial Models Numerical Methods
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5,086
Collection of notebooks about quantitative finance, with interactive python code.
Optopsy
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832
A nimble options backtesting library for Python
Rustquant
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537
Rust library for quantitative finance.
Trade Frame
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369
C++ 17 based library (with sample applications) for testing equities, futures, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. Some support for Alpaca & Phemex. Notifications via Telegram [irc: Libra #tradeframe ]
Q Fin
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275
A Python library for mathematical finance
Pyoptionpricing
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157
Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging
Pyfeng
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116
Python Financial ENGineering (PyFENG package in PyPI.org)
Proj_option_pricing_matlab
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115
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Quant Finance Resources
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95
Courses, Articles and many more which can help beginners or professionals.
Quantsbin
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76
Quantitative Finance tools
Stochvolmodels
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65
Implement pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Qtsapp
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59
The Python Library For QtsApp which displays the option chain in near real-time. This program retrieves this data from the QtsApp site and then generates useful analysis of the Option Chain for the specified Index or Stock. It also continuously refreshes the Option Chain along with Implied Volatatlity (IV), Open Interest (OI), Delta, Theta, Vega, Gamma, Vanna, Charm, Speed, Zomma, Color, Volga, Veta at an interval of a second and visually displays the trend in various indicators useful for Techn
Option Pricing
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51
European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
Fypy
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51
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Algorithmic Trading
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33
I have been deeply interested in algorithmic trading and systematic trading algorithms. This Repository contains the code of what I have learnt on the way. It starts form some basic simple statistics and will lead up to complex machine learning algorithms.
Black Scholes
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31
Black Scholes formula and greeks
Binomialoptmodel
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28
A python program to implement the discrete binomial option pricing model
Rough_bergomi
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28
A Python implementation of the rough Bergomi model.
Montecarlo
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27
A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
Fftoptionlib
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24
FFT-based Option Pricing Methods in Python
Black_scholes
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21
A SIMD based black scholes pricer using the http://crates.io/wide crate
Optionanalysis
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20
Python Code for Option Analysis
Hdp
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18
A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep Galerkin method
Option Pricing Models
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16
Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot prices for the underlying are fetched from Yahoo Finance API.
Market Monitor
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16
Interactive app to monitor market using Python
Lp Option Hedging
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14
A tool to analyze leveraged liquidity mining and find optimal option strategy for hedging.
Deep Ppde
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14
Deep Learning methods to solve path-dependent PDEs / to price path-dependent derivatives like exotic options
Option Scraper Blackscholes
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14
Repo for scraping option data required for the Black Scholes model. Data is scraped from S&P500 companies
Jdmbs
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13
Jdmbs: An R Package for Monte Carlo Option Pricing Algorithm for Jump Diffusion Models with Correlational Companies
Jupyter Notebooks
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12
Market Data & Derivatives Pricing Tutorial based on Jupyter notebooks
Implement Option Pricing Model Using Python
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10
Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimate and likelihood ratio methods. Lastly, implemented binomial tree option pricing to price American option.
R Finance Task View Supplement
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10
R Finance packages not listed in the Empirical Finance Task View
Vanilla Option Pricing
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10
Stochastic models to price financial options
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)
Heston
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9
Option pricing function for the Heston model based on the implementation by Christian Kahl, Peter Jäckel and Roger Lord. Includes Black-Scholes-Merton option pricing and implied volatility estimation. No Financial Toolbox required.
Financial Modeling
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8
Financial Models using vba script and Python
Asian Option Pricing
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7
Pricing Asian options using finite difference schemes in Python
Dgm
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7
Solving High Dimensional Partial Differential Equations with Deep Neural Networks
Least Square Monte Carlo
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7
A Program to calculate the price of American put or call option with Least Square Monte Carlo
Discrete Asian Option Pricing
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6
Discrete Asian Option Pricing for GPUs
Everything Financial Engineering
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5
Links for the most relevant topics
Finitedifference_pricing
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5
Pricing derivatives using the explicit finite-difference method
Nser
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5
R package to download historical bhavcopy of Equities and F&O, get live market data, plot treemap of movement in securities
1-43 of 43 search results
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